+21.6%
IP vs TXG
+20.5%
+1.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.7% | -6.8% | +1.8% |
| 7D | -3.0% | +5.5% | -8.6% | -3.8% |
| 30D | +10.6% | -19.3% | +30.0% | +12.8% |
| 3M | -13.6% | +25.0% | -38.6% | -17.2% |
| 6M | +10.4% | +201.2% | -190.7% | -5.6% |
| YTD | -6.5% | +298.8% | -305.3% | -23.5% |
| 1Y | -2.1% | +326.6% | -328.7% | -20.9% |
| 3Y | +22.0% | +78.3% | -56.3% | +3.2% |
| 5Y | -9.7% | -61.3% | +51.6% | -17.9% |
| All | +21.6% | +20.5% | +1.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling