+323.5%
IP vs AIG
-19.4%
+342.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.8% |
| 7D | -5.1% | -5.1% | 0.0% | -3.9% |
| 30D | +8.5% | +2.8% | +5.8% | +7.8% |
| 3M | -13.8% | -2.1% | -11.7% | -13.4% |
| 6M | +5.7% | +1.4% | +4.3% | +5.2% |
| YTD | -9.1% | -7.4% | -1.8% | -7.7% |
| 1Y | -0.8% | +4.4% | -5.3% | -2.1% |
| 3Y | +14.8% | +30.0% | -15.2% | +6.8% |
| 5Y | -11.5% | +47.9% | -59.4% | -20.6% |
| 10Y | +27.9% | +74.4% | -46.5% | +7.0% |
| All | +323.5% | -19.4% | +342.9% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling