+207.4%
ALAB vs IP
-1.9%
+209.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.4% | +6.1% |
| 7D | -26.3% | -5.1% | -21.2% | -25.2% |
| 30D | -50.1% | +8.5% | -58.6% | -51.1% |
| 3M | -42.5% | -13.8% | -28.6% | -40.6% |
| 6M | -10.8% | +5.7% | -16.6% | -13.6% |
| YTD | +14.6% | -9.1% | +23.8% | +13.4% |
| 1Y | +17.1% | -0.8% | +17.9% | +12.8% |
| All | +207.4% | -1.9% | +209.4% | +224.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling