+14.8%
IP vs TNA
+105.1%
-90.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.2% |
| 7D | -5.1% | -7.0% | +1.9% | -3.5% |
| 30D | +8.5% | -6.4% | +15.0% | +10.0% |
| 3M | -13.8% | -25.7% | +11.8% | -7.6% |
| 6M | +5.7% | -19.7% | +25.5% | +10.8% |
| YTD | -9.1% | +18.3% | -27.4% | -14.1% |
| 1Y | -0.8% | +24.6% | -25.4% | -7.6% |
| 3Y | +14.8% | +112.8% | -98.0% | -13.5% |
| All | +14.8% | +105.1% | -90.3% | -13.5% |
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