-14.6%
IP vs TNA
-45.7%
+31.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -0.9% |
| 7D | -0.9% | +7.7% | -8.6% | -2.7% |
| 30D | +6.7% | -0.7% | +7.4% | +6.4% |
| 3M | -16.6% | -25.4% | +8.8% | -10.9% |
| 6M | +6.0% | -11.8% | +17.8% | +8.4% |
| YTD | -10.7% | +23.9% | -34.6% | -16.6% |
| 1Y | -6.7% | +25.6% | -32.3% | -13.4% |
| 3Y | +17.1% | +137.1% | -120.0% | -13.8% |
| 5Y | -14.6% | -45.4% | +30.9% | -28.0% |
| All | -14.6% | -45.7% | +31.2% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling