-17.0%
ALNY vs IP
-12.0%
-5.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -5.5% | -5.1% | -0.4% | -4.8% |
| 30D | -30.5% | +8.5% | -39.0% | -31.6% |
| 3M | -27.8% | -13.8% | -14.0% | -26.4% |
| 6M | -48.5% | +5.7% | -54.3% | -49.3% |
| YTD | -60.8% | -9.1% | -51.7% | -60.7% |
| 1Y | -64.6% | -0.8% | -63.8% | -65.1% |
| 3Y | -6.7% | +14.8% | -21.5% | -16.8% |
| All | -17.0% | -12.0% | -5.0% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling