+32.3%
ALNY vs IP
+25.8%
+6.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +12.2% | -5.3% | +17.5% | +12.8% |
| 30D | +16.3% | -10.9% | +27.2% | +17.6% |
| 3M | -12.4% | +11.2% | -23.5% | -13.3% |
| 6M | -18.7% | -10.2% | -8.5% | -18.1% |
| YTD | -33.1% | -2.0% | -31.1% | -33.2% |
| 1Y | -41.3% | -19.1% | -22.2% | -40.5% |
| All | +32.3% | +25.8% | +6.5% | +27.4% |
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