+257.6%
ALAB vs IP
-2.2%
+259.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -3.0% |
| 7D | +16.3% | -0.3% | +16.6% | +16.4% |
| 30D | -26.1% | +7.9% | -34.1% | -27.4% |
| 3M | -31.3% | -15.3% | -16.0% | -28.7% |
| 6M | -1.0% | +10.5% | -11.5% | -4.9% |
| YTD | +33.3% | -9.4% | +42.7% | +32.1% |
| 1Y | +53.5% | -4.6% | +58.2% | +49.7% |
| All | +257.6% | -2.2% | +259.8% | +278.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling