+356.7%
IP vs AFL
+18,874.7%
-18,518.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -10.9% | -6.2% | -4.7% | -8.7% |
| 3M | +11.2% | +2.2% | +9.0% | +9.9% |
| 6M | -10.2% | +5.3% | -15.5% | -12.3% |
| YTD | -2.0% | +8.0% | -9.9% | -5.4% |
| 1Y | -19.1% | +10.2% | -29.3% | -22.7% |
| 3Y | +20.9% | +67.1% | -46.2% | -3.9% |
| 5Y | -17.8% | +135.6% | -153.4% | -43.4% |
| 10Y | +23.5% | +299.4% | -275.8% | -32.1% |
| All | +356.7% | +18,874.7% | -18,518.0% | -15.2% |
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