+20.2%
IP vs TXG
+16.5%
+3.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | +9.4% | -22.0% | +31.4% | +11.9% |
| 3M | -14.1% | +7.4% | -21.4% | -16.0% |
| 6M | +9.2% | +191.2% | -182.0% | -6.3% |
| YTD | -7.5% | +285.7% | -293.2% | -24.1% |
| 1Y | -2.8% | +268.3% | -271.1% | -20.0% |
| 3Y | +21.2% | +77.3% | -56.0% | +2.7% |
| 5Y | -11.5% | -62.3% | +50.9% | -19.2% |
| All | +20.2% | +16.5% | +3.8% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling