+11.1%
AG vs IP
-12.0%
+23.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +6.3% | -5.1% | +11.4% | +7.9% |
| 30D | -8.9% | +8.5% | -17.5% | -11.1% |
| 3M | -12.2% | -13.8% | +1.6% | -8.7% |
| 6M | -28.3% | +5.7% | -34.0% | -29.6% |
| YTD | -8.8% | -9.1% | +0.3% | -7.9% |
| 1Y | +39.4% | -0.8% | +40.2% | +37.7% |
| 3Y | +229.4% | +14.8% | +214.6% | +188.4% |
| All | +11.1% | -12.0% | +23.2% | +5.4% |
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