+14.8%
IP vs AIG
+30.9%
-16.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +2.2% |
| 7D | -5.1% | -5.1% | 0.0% | -3.4% |
| 30D | +8.5% | +2.8% | +5.8% | +7.6% |
| 3M | -13.8% | -2.1% | -11.7% | -13.2% |
| 6M | +5.7% | +1.4% | +4.3% | +5.1% |
| YTD | -9.1% | -7.4% | -1.8% | -7.4% |
| 1Y | -0.8% | +4.4% | -5.3% | -2.8% |
| 3Y | +14.8% | +30.0% | -15.2% | +5.5% |
| All | +14.8% | +30.9% | -16.1% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling