+2,127.7%
ALNY vs IP
+102.5%
+2,025.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -5.5% | -5.1% | -0.4% | -3.8% |
| 30D | -30.5% | +8.5% | -39.0% | -33.0% |
| 3M | -27.8% | -13.8% | -14.0% | -24.4% |
| 6M | -48.5% | +5.7% | -54.3% | -50.6% |
| YTD | -60.8% | -9.1% | -51.7% | -61.0% |
| 1Y | -64.6% | -0.8% | -63.8% | -66.0% |
| 3Y | -6.7% | +14.8% | -21.5% | -20.8% |
| 5Y | -16.7% | -11.5% | -5.2% | -23.3% |
| 10Y | +362.0% | +27.9% | +334.1% | +232.7% |
| All | +2,127.7% | +102.5% | +2,025.2% | +1,376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling