+21.2%
IP vs AFL
+294.8%
-273.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.5% |
| 30D | -11.2% | -7.1% | -4.1% | -7.8% |
| 3M | +12.3% | +0.4% | +11.9% | +11.6% |
| 6M | -5.2% | +4.5% | -9.8% | -7.9% |
| YTD | -4.0% | +6.1% | -10.0% | -7.6% |
| 1Y | -19.2% | +10.6% | -29.8% | -24.3% |
| 3Y | +20.3% | +64.0% | -43.7% | -12.6% |
| 5Y | -17.5% | +133.7% | -151.2% | -52.1% |
| 10Y | +21.2% | +298.0% | -276.9% | -45.7% |
| All | +21.2% | +294.8% | -273.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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