+22.4%
IP vs TRI
+221.6%
-199.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.8% | -7.2% | +4.4% | -1.0% |
| 30D | +9.2% | +4.4% | +4.8% | +7.5% |
| 3M | -16.1% | +4.5% | -20.6% | -17.9% |
| 6M | +9.6% | +23.7% | -14.1% | +0.7% |
| YTD | -8.8% | -14.4% | +5.6% | -5.6% |
| 1Y | -5.5% | -17.4% | +11.9% | -0.7% |
| 3Y | +19.6% | -11.0% | +30.6% | +15.6% |
| 5Y | -13.5% | +0.7% | -14.1% | -22.8% |
| 10Y | +22.4% | +224.0% | -201.6% | -35.5% |
| All | +22.4% | +221.6% | -199.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling