+231.4%
ALNY vs IP
+24.7%
+206.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -2.9% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -34.8% | +9.4% | -44.2% | -36.4% |
| 3M | -30.1% | -14.1% | -16.1% | -28.0% |
| 6M | -48.6% | +9.2% | -57.8% | -50.2% |
| YTD | -61.9% | -7.5% | -54.3% | -62.0% |
| 1Y | -65.7% | -2.8% | -62.9% | -66.3% |
| 3Y | -6.3% | +21.2% | -27.6% | -18.2% |
| 5Y | -14.0% | -11.5% | -2.5% | -18.6% |
| 10Y | +231.4% | +23.7% | +207.7% | +156.6% |
| All | +231.4% | +24.7% | +206.6% | +156.6% |
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 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