+157.3%
IP vs TRGP
+2,093.5%
-1,936.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.7% | -3.0% |
| 7D | -5.0% | -12.6% | +7.7% | -2.3% |
| 30D | +6.5% | -4.5% | +11.0% | +7.3% |
| 3M | -18.0% | +4.9% | -23.0% | -19.4% |
| 6M | +10.3% | +5.6% | +4.7% | +7.7% |
| YTD | -9.9% | +50.1% | -60.0% | -19.1% |
| 1Y | -1.1% | +70.2% | -71.3% | -13.8% |
| 3Y | +13.0% | +228.5% | -215.5% | -15.5% |
| 5Y | -12.3% | +434.1% | -446.4% | -41.7% |
| 10Y | +26.8% | +793.6% | -766.7% | -33.5% |
| All | +157.3% | +2,093.5% | -1,936.3% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 all: compounded portfolio wealth divided by compounded TRGP 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…
all analysis · Full analysis span regression · 6 months rolling