+21.2%
IP vs TNA
+138.6%
-117.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | -0.3% | +3.7% | -4.0% | -1.3% |
| 30D | +7.9% | +4.4% | +3.5% | +6.4% |
| 3M | -15.3% | -26.7% | +11.3% | -9.0% |
| 6M | +10.5% | -12.8% | +23.3% | +13.4% |
| YTD | -9.4% | +22.7% | -32.0% | -15.2% |
| 1Y | -4.6% | +35.7% | -40.3% | -13.0% |
| 3Y | +21.2% | +134.6% | -113.3% | -10.4% |
| All | +21.2% | +138.6% | -117.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling