+18.6%
IP vs TXG
+14.9%
+3.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -2.8% | -8.1% | +5.3% | -1.9% |
| 30D | +9.2% | -17.5% | +26.7% | +11.0% |
| 3M | -16.1% | +6.1% | -22.2% | -17.9% |
| 6M | +9.6% | +202.7% | -193.1% | -6.4% |
| YTD | -8.8% | +280.4% | -289.2% | -25.0% |
| 1Y | -5.5% | +274.0% | -279.5% | -22.3% |
| 3Y | +19.6% | +74.9% | -55.3% | +1.4% |
| 5Y | -13.5% | -63.0% | +49.6% | -20.9% |
| All | +18.6% | +14.9% | +3.7% | -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