-12.4%
IP vs AGI
+310.5%
-322.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | -5.1% | +16.0% | -21.0% | -6.8% |
| 30D | +8.5% | +1.0% | +7.6% | +8.2% |
| 3M | -13.8% | +2.5% | -16.3% | -14.4% |
| 6M | +5.7% | -24.0% | +29.8% | +8.3% |
| YTD | -9.1% | -17.2% | +8.1% | -8.2% |
| 1Y | -0.8% | +4.9% | -5.7% | -1.9% |
| 3Y | +14.8% | +142.6% | -127.8% | +1.6% |
| All | -12.4% | +310.5% | -322.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling