+139.7%
IP vs AGI
+4,578.6%
-4,438.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -4.2% |
| 7D | -5.0% | +7.8% | -12.8% | -5.6% |
| 30D | +6.5% | -5.0% | +11.6% | +6.8% |
| 3M | -18.0% | -0.5% | -17.5% | -18.2% |
| 6M | +10.3% | -19.9% | +30.2% | +11.8% |
| YTD | -9.9% | -19.2% | +9.3% | -9.1% |
| 1Y | -1.1% | +0.6% | -1.7% | -1.9% |
| 3Y | +13.0% | +134.4% | -121.4% | +4.1% |
| 5Y | -12.3% | +305.4% | -317.7% | -23.2% |
| 10Y | +26.8% | +328.2% | -301.3% | +5.1% |
| All | +139.7% | +4,578.6% | -4,438.8% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling