+2.3%
IP vs TRU
+2.1%
+0.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.0% | +0.1% |
| 7D | +3.4% | +10.5% | -7.1% | +0.2% |
| 30D | +11.2% | +28.7% | -17.5% | +2.2% |
| 3M | -14.8% | +0.7% | -15.4% | -15.7% |
| 6M | +17.3% | +19.3% | -2.0% | +9.6% |
| YTD | -6.2% | -3.7% | -2.4% | -6.2% |
| 1Y | +2.3% | +3.4% | -1.1% | -5.1% |
| All | +2.3% | +2.1% | +0.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling