+98.3%
AGG vs IP
+138.2%
-39.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | -0.2% | -5.3% | +5.1% | -0.2% |
| 30D | -0.4% | -10.9% | +10.5% | -0.4% |
| 3M | -0.7% | +11.2% | -11.8% | -0.6% |
| 6M | -1.5% | -10.2% | +8.7% | -1.6% |
| YTD | -0.3% | -2.0% | +1.7% | -0.2% |
| 1Y | +1.3% | -19.1% | +20.4% | +1.2% |
| 3Y | +13.2% | +20.9% | -7.6% | +13.5% |
| 5Y | -1.4% | -17.8% | +16.4% | -1.5% |
| 10Y | +14.9% | +23.5% | -8.7% | +15.4% |
| All | +98.3% | +138.2% | -39.9% | +101.6% |
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