+22.4%
IP vs AGI
+355.0%
-332.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +9.2% | -7.6% | +16.8% | +9.5% |
| 3M | -16.1% | -10.2% | -5.9% | -15.8% |
| 6M | +9.6% | -31.5% | +41.1% | +11.2% |
| YTD | -8.8% | -22.0% | +13.2% | -8.0% |
| 1Y | -5.5% | -7.9% | +2.4% | -5.3% |
| 3Y | +19.6% | +137.6% | -118.0% | +15.7% |
| 5Y | -13.5% | +256.7% | -270.2% | -17.7% |
| 10Y | +22.4% | +405.2% | -382.8% | +18.5% |
| All | +22.4% | +355.0% | -332.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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