-27.2%
TGT vs IP
-15.4%
-11.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +6.6% | +6.7% | -0.1% | +4.2% |
| 3M | +5.2% | -16.6% | +21.8% | +11.8% |
| 6M | +35.3% | +6.0% | +29.3% | +30.7% |
| YTD | +70.3% | -10.7% | +81.0% | +73.0% |
| 1Y | +81.2% | -6.7% | +87.8% | +80.5% |
| 3Y | +66.9% | +17.1% | +49.8% | +41.6% |
| 5Y | -27.2% | -14.6% | -12.6% | -27.5% |
| All | -27.2% | -15.4% | -11.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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