+17.6%
IP vs TNA
+33.3%
-15.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | -0.3% | +3.7% | -4.0% | -1.4% |
| 30D | +7.9% | +4.4% | +3.5% | +6.2% |
| 3M | -15.3% | -26.7% | +11.3% | -8.4% |
| 6M | +10.5% | -12.8% | +23.3% | +13.6% |
| YTD | -9.4% | +22.7% | -32.0% | -16.2% |
| 1Y | -4.6% | +35.7% | -40.3% | -14.4% |
| 3Y | +21.2% | +134.6% | -113.3% | -15.8% |
| 5Y | -13.3% | -46.0% | +32.7% | -18.6% |
| All | +17.6% | +33.3% | -15.7% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling