+5.7%
IP vs TRI
+21.4%
-15.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.4% |
| 7D | -5.1% | -4.8% | -0.3% | -4.5% |
| 30D | +8.5% | +13.4% | -4.9% | +7.2% |
| 3M | -13.8% | +13.1% | -27.0% | -15.1% |
| 6M | +5.7% | +24.4% | -18.7% | +3.1% |
| All | +5.7% | +21.4% | -15.7% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling