+16.8%
IP vs AHR
+408.0%
-391.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | 0.0% | +8.1% | -8.1% | -1.5% |
| 30D | +9.4% | +16.9% | -7.5% | +6.1% |
| 3M | -14.1% | +7.6% | -21.6% | -15.4% |
| 6M | +9.2% | +16.0% | -6.8% | +5.9% |
| YTD | -7.5% | +28.1% | -35.6% | -11.7% |
| 1Y | -2.8% | +22.8% | -25.6% | -6.6% |
| All | +16.8% | +408.0% | -391.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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