+121.9%
IP vs TRI
+561.6%
-439.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +5.0% |
| 7D | -5.3% | -0.5% | -4.7% | -5.3% |
| 30D | -10.9% | +7.9% | -18.7% | -15.0% |
| 3M | +11.2% | +24.1% | -12.9% | -3.5% |
| 6M | -10.2% | +3.8% | -14.1% | -16.7% |
| YTD | -2.0% | -16.9% | +14.9% | +0.7% |
| 1Y | -19.1% | -38.4% | +19.3% | -1.0% |
| 3Y | +20.9% | -12.2% | +33.1% | +13.8% |
| 5Y | -17.8% | -1.8% | -16.0% | -29.5% |
| 10Y | +23.5% | +207.6% | -184.1% | -52.3% |
| All | +121.9% | +561.6% | -439.7% | -52.5% |
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 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