+189.3%
ALAB vs IP
-2.7%
+192.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.0% | -15.7% | -18.6% |
| 7D | -38.2% | -5.0% | -33.2% | -37.4% |
| 30D | -54.0% | +6.5% | -60.5% | -54.6% |
| 3M | -43.6% | -18.0% | -25.6% | -41.2% |
| 6M | -16.8% | +10.3% | -27.1% | -20.2% |
| YTD | +7.9% | -9.9% | +17.8% | +6.9% |
| 1Y | -1.4% | -1.1% | -0.3% | -5.0% |
| All | +189.3% | -2.7% | +192.1% | +206.2% |
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