+32.1%
IP vs TRU
+238.0%
-205.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.1% | +4.3% |
| 7D | -5.3% | -6.8% | +1.5% | -3.1% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +11.2% | +13.3% | -2.1% | +5.9% |
| 6M | -10.2% | +3.4% | -13.7% | -12.0% |
| YTD | -2.0% | -6.4% | +4.4% | -1.5% |
| 1Y | -19.1% | -9.7% | -9.4% | -18.0% |
| 3Y | +20.9% | +0.1% | +20.7% | +12.6% |
| 5Y | -17.8% | -34.0% | +16.2% | -12.1% |
| 10Y | +23.5% | +147.9% | -124.4% | -18.6% |
| All | +32.1% | +238.0% | -205.9% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling