+23.9%
IP vs TRU
+0.7%
+23.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.1% | +3.6% |
| 7D | -5.3% | -6.8% | +1.5% | -3.7% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +11.2% | +13.3% | -2.1% | +7.5% |
| 6M | -10.2% | +3.4% | -13.7% | -11.5% |
| YTD | -2.0% | -6.4% | +4.4% | -1.7% |
| 1Y | -19.1% | -9.7% | -9.4% | -18.5% |
| All | +23.9% | +0.7% | +23.3% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling