+22.1%
IP vs AGI
+138.5%
-116.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.0% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +9.2% | -7.6% | +16.8% | +10.0% |
| 3M | -16.1% | -10.2% | -5.9% | -15.3% |
| 6M | +9.6% | -31.5% | +41.1% | +13.3% |
| YTD | -8.8% | -22.0% | +13.2% | -7.0% |
| 1Y | -5.5% | -7.9% | +2.4% | -4.6% |
| All | +22.1% | +138.5% | -116.5% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling