+26.8%
IP vs AGI
+349.0%
-322.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.8% |
| 7D | -3.0% | +17.4% | -20.4% | -3.9% |
| 30D | +10.6% | -0.9% | +11.6% | +10.6% |
| 3M | -13.6% | -1.6% | -12.0% | -13.6% |
| 6M | +10.4% | -24.7% | +35.1% | +11.5% |
| YTD | -6.5% | -15.3% | +8.8% | -6.1% |
| 1Y | -2.1% | +5.5% | -7.6% | -2.5% |
| 3Y | +22.0% | +154.5% | -132.5% | +17.6% |
| 5Y | -9.7% | +310.6% | -320.3% | -14.5% |
| 10Y | +26.8% | +362.7% | -335.9% | +23.0% |
| All | +26.8% | +349.0% | -322.2% | +23.0% |
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