+22.4%
IP vs AIG
+69.4%
-47.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.6% |
| 7D | -2.8% | +1.4% | -4.2% | -3.5% |
| 30D | +9.2% | +6.6% | +2.6% | +6.0% |
| 3M | -16.1% | +7.9% | -24.0% | -19.1% |
| 6M | +9.6% | +10.4% | -0.8% | +4.2% |
| YTD | -8.8% | -1.3% | -7.5% | -8.9% |
| 1Y | -5.5% | +11.5% | -17.0% | -10.9% |
| 3Y | +19.6% | +38.8% | -19.2% | -0.4% |
| 5Y | -13.5% | +57.8% | -71.3% | -33.7% |
| 10Y | +22.4% | +68.4% | -46.0% | -20.9% |
| All | +22.4% | +69.4% | -47.0% | -20.9% |
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