+109.3%
IP vs TRI
+578.7%
-469.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | +9.4% | +5.0% | +4.3% | +5.7% |
| 3M | -14.1% | +4.6% | -18.6% | -17.8% |
| 6M | +9.2% | +18.3% | -9.1% | -5.4% |
| YTD | -7.5% | -14.7% | +7.2% | -7.6% |
| 1Y | -2.8% | -16.7% | +13.9% | -1.5% |
| 3Y | +21.2% | -11.3% | +32.6% | +12.5% |
| 5Y | -11.5% | -0.6% | -10.9% | -25.3% |
| 10Y | +23.7% | +220.2% | -196.6% | -53.9% |
| All | +109.3% | +578.7% | -469.4% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling