-16.1%
IP vs TXG
-66.1%
+50.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -5.3% | +1.8% | -7.1% | -5.5% |
| 30D | -10.9% | +32.0% | -42.9% | -14.4% |
| 3M | +11.2% | +87.0% | -75.8% | +1.3% |
| 6M | -10.2% | +180.1% | -190.3% | -22.9% |
| YTD | -2.0% | +284.1% | -286.1% | -19.8% |
| 1Y | -19.1% | +361.7% | -380.8% | -36.1% |
| 3Y | +20.9% | +15.9% | +4.9% | +7.3% |
| All | -16.1% | -66.1% | +50.0% | -30.8% |
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 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