-4.6%
IP vs TRU
+0.8%
-5.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +7.9% | +21.3% | -13.4% | +1.1% |
| 3M | -15.3% | +0.2% | -15.6% | -16.1% |
| 6M | +10.5% | +22.4% | -11.9% | +2.7% |
| YTD | -9.4% | -4.8% | -4.5% | -9.4% |
| 1Y | -4.6% | -0.2% | -4.4% | -9.0% |
| All | -4.6% | +0.8% | -5.4% | -9.0% |
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