-14.6%
IP vs AIG
+57.6%
-72.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -0.9% | +2.0% | -2.9% | -1.8% |
| 30D | +6.7% | +6.3% | +0.4% | +4.0% |
| 3M | -16.6% | +9.2% | -25.7% | -19.7% |
| 6M | +6.0% | +9.5% | -3.5% | +1.6% |
| YTD | -10.7% | -1.6% | -9.1% | -10.7% |
| 1Y | -6.7% | +8.5% | -15.1% | -10.6% |
| 3Y | +17.1% | +38.3% | -21.2% | -1.8% |
| 5Y | -14.6% | +59.0% | -73.6% | -34.8% |
| All | -14.6% | +57.6% | -72.1% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling