-10.2%
IP vs TNA
+33.4%
-43.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | -4.9% | -5.9% | -9.3% |
| 3M | +11.2% | +0.4% | +10.8% | +9.7% |
| 6M | -10.2% | +32.5% | -42.8% | -21.6% |
| All | -10.2% | +33.4% | -43.6% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling