+17.8%
IP vs TXG
+7.8%
+10.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.6% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | +7.9% | -20.4% | +28.3% | +10.2% |
| 3M | -15.3% | +0.1% | -15.4% | -16.6% |
| 6M | +10.5% | +176.2% | -165.7% | -4.6% |
| YTD | -9.4% | +256.8% | -266.2% | -24.9% |
| 1Y | -4.6% | +255.9% | -260.5% | -21.2% |
| 3Y | +21.2% | +60.2% | -39.0% | +3.9% |
| 5Y | -13.3% | -65.1% | +51.8% | -20.2% |
| All | +17.8% | +7.8% | +10.1% | -14.4% |
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