+21.5%
IP vs TRU
+250.8%
-229.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | -5.0% | +9.8% | -14.8% | -8.0% |
| 30D | +6.5% | +30.7% | -24.2% | -3.3% |
| 3M | -18.0% | +3.8% | -21.9% | -19.7% |
| 6M | +10.3% | +21.9% | -11.6% | +1.8% |
| YTD | -9.9% | -2.8% | -7.1% | -11.0% |
| 1Y | -1.1% | +4.8% | -5.9% | -4.8% |
| 3Y | +13.0% | +67.6% | -54.6% | -12.2% |
| 5Y | -12.3% | -25.0% | +12.8% | -11.2% |
| 10Y | +26.8% | +178.6% | -151.8% | -20.0% |
| All | +21.5% | +250.8% | -229.4% | -26.1% |
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 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