+17.2%
IP vs TXG
+7.5%
+9.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.0% | +10.1% | -2.3% |
| 7D | -5.0% | -28.8% | +23.8% | -1.5% |
| 30D | +6.5% | -28.0% | +34.6% | +10.1% |
| 3M | -18.0% | +22.3% | -40.4% | -21.3% |
| 6M | +10.3% | +163.8% | -153.5% | -4.2% |
| YTD | -9.9% | +256.0% | -265.9% | -25.3% |
| 1Y | -1.1% | +330.4% | -331.4% | -20.3% |
| 3Y | +13.0% | +46.2% | -33.2% | -2.2% |
| 5Y | -12.3% | -67.4% | +55.1% | -18.7% |
| All | +17.2% | +7.5% | +9.7% | -14.8% |
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 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