+445.6%
AG vs IP
+160.8%
+284.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.7% |
| 7D | +1.0% | -5.3% | +6.3% | +2.8% |
| 30D | +19.2% | -10.9% | +30.0% | +23.8% |
| 3M | +6.2% | +11.2% | -5.0% | +2.0% |
| 6M | -26.7% | -10.2% | -16.5% | -24.7% |
| YTD | +26.1% | -2.0% | +28.1% | +25.0% |
| 1Y | +131.7% | -19.1% | +150.8% | +142.6% |
| 3Y | +255.3% | +20.9% | +234.5% | +211.3% |
| 5Y | +61.9% | -17.8% | +79.8% | +59.5% |
| 10Y | +72.0% | +23.5% | +48.5% | +33.3% |
| All | +445.6% | +160.8% | +284.8% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling