+319.9%
IP vs AIG
-16.1%
+336.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -5.0% | -0.6% | -4.3% | -4.8% |
| 30D | +6.5% | +7.7% | -1.2% | +4.7% |
| 3M | -18.0% | +1.7% | -19.7% | -18.4% |
| 6M | +10.3% | +4.5% | +5.8% | +9.0% |
| YTD | -9.9% | -3.6% | -6.3% | -9.3% |
| 1Y | -1.1% | +8.7% | -9.7% | -3.2% |
| 3Y | +13.0% | +35.7% | -22.7% | +4.1% |
| 5Y | -12.3% | +53.9% | -66.2% | -22.0% |
| 10Y | +26.8% | +81.5% | -54.7% | +5.1% |
| All | +319.9% | -16.1% | +336.0% | +134.8% |
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 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