-26.9%
TGT vs IP
-12.0%
-14.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +2.6% | -5.1% | +7.7% | +4.5% |
| 30D | +5.0% | +8.5% | -3.6% | +2.0% |
| 3M | +8.5% | -13.8% | +22.4% | +14.0% |
| 6M | +23.8% | +5.7% | +18.0% | +19.7% |
| YTD | +66.5% | -9.1% | +75.6% | +68.1% |
| 1Y | +84.9% | -0.8% | +85.7% | +79.8% |
| 3Y | +59.2% | +14.8% | +44.4% | +36.9% |
| All | -26.9% | -12.0% | -14.9% | -27.8% |
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