-13.5%
IP vs TRU
-25.4%
+11.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -2.8% | 0.0% | -2.7% | -2.8% |
| 30D | +9.2% | +24.3% | -15.1% | +2.2% |
| 3M | -16.1% | +2.3% | -18.4% | -17.2% |
| 6M | +9.6% | +17.7% | -8.1% | +3.5% |
| YTD | -8.8% | -3.8% | -5.0% | -9.5% |
| 1Y | -5.5% | -0.3% | -5.2% | -7.2% |
| 3Y | +19.6% | +58.4% | -38.8% | +0.8% |
| 5Y | -13.5% | -24.0% | +10.5% | -15.2% |
| All | -13.5% | -25.4% | +11.9% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling