+26.5%
IP vs ALB
+33.3%
-6.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -5.1% | +9.1% | -14.1% | -7.1% |
| 30D | +8.5% | -3.4% | +11.9% | +9.2% |
| 3M | -13.8% | -20.6% | +6.8% | -9.4% |
| 6M | +5.7% | -48.2% | +53.9% | +22.6% |
| YTD | -9.1% | -29.2% | +20.1% | -4.8% |
| 1Y | -0.8% | +10.0% | -10.8% | -7.8% |
| 3Y | +14.8% | -12.9% | +27.7% | +2.9% |
| 5Y | -11.5% | -61.3% | +49.8% | -4.1% |
| All | +26.5% | +33.3% | -6.8% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling