-12.4%
IP vs ALB
-61.7%
+49.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | -5.1% | +9.1% | -14.1% | -6.4% |
| 30D | +8.5% | -3.4% | +11.9% | +9.0% |
| 3M | -13.8% | -20.6% | +6.8% | -10.8% |
| 6M | +5.7% | -48.2% | +53.9% | +17.2% |
| YTD | -9.1% | -29.2% | +20.1% | -6.1% |
| 1Y | -0.8% | +10.0% | -10.8% | -5.8% |
| 3Y | +14.8% | -12.9% | +27.7% | +5.4% |
| All | -12.4% | -61.7% | +49.4% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling