-16.1%
IP vs AIG
+54.7%
-70.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | -5.3% | -0.9% | -4.3% | -4.9% |
| 30D | -10.9% | -4.9% | -6.0% | -9.0% |
| 3M | +11.2% | +4.5% | +6.7% | +8.8% |
| 6M | -10.2% | -1.4% | -8.8% | -9.8% |
| YTD | -2.0% | -9.8% | +7.8% | +1.8% |
| 1Y | -19.1% | -4.5% | -14.6% | -18.3% |
| 3Y | +20.9% | +37.4% | -16.6% | +1.1% |
| All | -16.1% | +54.7% | -70.8% | -36.0% |
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