+14.8%
IP vs AHR
+395.3%
-380.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.2% |
| 7D | -5.1% | +8.2% | -13.3% | -6.5% |
| 30D | +8.5% | +17.3% | -8.8% | +5.2% |
| 3M | -13.8% | +6.4% | -20.2% | -15.0% |
| 6M | +5.7% | +16.9% | -11.2% | +2.5% |
| YTD | -9.1% | +24.9% | -34.0% | -12.8% |
| 1Y | -0.8% | +23.3% | -24.1% | -4.8% |
| All | +14.8% | +395.3% | -380.5% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling