+33.4%
AG vs IP
+2.3%
+31.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.5% | +7.6% | +8.6% |
| 7D | -2.6% | +3.4% | -6.0% | -3.9% |
| 30D | -12.1% | +11.2% | -23.3% | -15.7% |
| 3M | -6.6% | -14.8% | +8.2% | -1.5% |
| 6M | -20.5% | +17.3% | -37.7% | -25.2% |
| YTD | -7.4% | -6.2% | -1.3% | -8.2% |
| 1Y | +33.4% | +2.3% | +31.1% | +28.3% |
| All | +33.4% | +2.3% | +31.1% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling