+400.4%
ALAB vs IP
+5.8%
+394.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +9.3% |
| 7D | +7.2% | -5.3% | +12.5% | +8.5% |
| 30D | -2.5% | -10.9% | +8.3% | -0.2% |
| 3M | -13.3% | +11.2% | -24.5% | -16.7% |
| 6M | +172.8% | -10.2% | +183.1% | +174.7% |
| YTD | +86.6% | -2.0% | +88.6% | +81.4% |
| 1Y | +65.2% | -19.1% | +84.2% | +69.8% |
| All | +400.4% | +5.8% | +394.6% | +419.3% |
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