+26.8%
IP vs AIG
+70.6%
-43.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.8% |
| 7D | -3.0% | -3.4% | +0.3% | -1.5% |
| 30D | +10.6% | +3.4% | +7.3% | +9.0% |
| 3M | -13.6% | +1.7% | -15.3% | -14.3% |
| 6M | +10.4% | +5.7% | +4.7% | +7.2% |
| YTD | -6.5% | -5.1% | -1.4% | -4.9% |
| 1Y | -2.1% | +6.1% | -8.2% | -5.5% |
| 3Y | +22.0% | +35.5% | -13.5% | +2.8% |
| 5Y | -9.7% | +51.9% | -61.7% | -29.6% |
| 10Y | +26.8% | +68.2% | -41.4% | -16.7% |
| All | +26.8% | +70.6% | -43.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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