-2.8%
IP vs AGI
-3.7%
+1.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.1% |
| 7D | 0.0% | +13.9% | -13.9% | -2.5% |
| 30D | +9.4% | -6.2% | +15.6% | +10.4% |
| 3M | -14.1% | -6.9% | -7.1% | -13.4% |
| 6M | +9.2% | -28.7% | +37.9% | +14.7% |
| YTD | -7.5% | -19.8% | +12.2% | -5.6% |
| 1Y | -2.8% | -4.8% | +2.0% | -4.1% |
| All | -2.8% | -3.7% | +1.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling