+67.2%
AG vs IP
-17.2%
+84.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.6% |
| 7D | +1.0% | -5.3% | +6.3% | +2.5% |
| 30D | +19.2% | -10.9% | +30.0% | +22.8% |
| 3M | +6.2% | +11.2% | -5.0% | +2.9% |
| 6M | -26.7% | -10.2% | -16.5% | -25.5% |
| YTD | +26.1% | -2.0% | +28.1% | +25.0% |
| 1Y | +131.7% | -19.1% | +150.8% | +138.8% |
| 3Y | +255.3% | +20.9% | +234.5% | +209.6% |
| All | +67.2% | -17.2% | +84.4% | +52.7% |
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