-12.4%
IP vs TXG
-66.4%
+54.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -5.1% | -15.4% | +10.4% | -3.3% |
| 30D | +8.5% | -22.1% | +30.6% | +11.3% |
| 3M | -13.8% | +30.0% | -43.8% | -18.4% |
| 6M | +5.7% | +160.7% | -154.9% | -9.6% |
| YTD | -9.1% | +263.5% | -272.6% | -26.5% |
| 1Y | -0.8% | +356.0% | -356.8% | -22.8% |
| 3Y | +14.8% | +53.4% | -38.6% | -2.8% |
| All | -12.4% | -66.4% | +54.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling