+323.5%
IP vs AFL
+19,983.6%
-19,660.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +8.5% | +10.0% | -1.5% | +4.3% |
| 3M | -13.8% | -1.6% | -12.3% | -13.5% |
| 6M | +5.7% | +10.5% | -4.8% | +1.1% |
| YTD | -9.1% | +14.3% | -23.4% | -14.3% |
| 1Y | -0.8% | +11.4% | -12.2% | -5.6% |
| 3Y | +14.8% | +62.4% | -47.6% | -7.7% |
| 5Y | -11.5% | +144.8% | -156.3% | -40.0% |
| 10Y | +27.9% | +356.2% | -328.3% | -33.3% |
| All | +323.5% | +19,983.6% | -19,660.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling