+27.5%
IP vs TXG
+16.0%
+11.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.1% |
| 3M | +11.2% | +87.0% | -75.8% | +2.1% |
| 6M | -10.2% | +180.1% | -190.3% | -21.9% |
| YTD | -2.0% | +284.1% | -286.1% | -18.4% |
| 1Y | -19.1% | +361.7% | -380.8% | -34.7% |
| 3Y | +20.9% | +15.9% | +4.9% | +8.3% |
| 5Y | -17.8% | -66.2% | +48.4% | -23.5% |
| All | +27.5% | +16.0% | +11.4% | -7.0% |
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