+18.2%
IP vs TXG
+9.8%
+8.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -5.1% | -15.4% | +10.4% | -3.4% |
| 30D | +8.5% | -22.1% | +30.6% | +11.1% |
| 3M | -13.8% | +30.0% | -43.8% | -17.9% |
| 6M | +5.7% | +160.7% | -154.9% | -8.1% |
| YTD | -9.1% | +263.5% | -272.6% | -24.8% |
| 1Y | -0.8% | +356.0% | -356.8% | -20.6% |
| 3Y | +14.8% | +53.4% | -38.6% | -1.2% |
| 5Y | -11.5% | -66.7% | +55.2% | -18.3% |
| All | +18.2% | +9.8% | +8.4% | -14.3% |
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