+212.7%
IP vs ALB
+2,835.3%
-2,622.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.8% |
| 7D | -5.3% | -8.1% | +2.8% | -2.6% |
| 30D | -10.9% | +6.3% | -17.1% | -13.2% |
| 3M | +11.2% | -23.6% | +34.7% | +20.9% |
| 6M | -10.2% | -24.6% | +14.4% | -3.8% |
| YTD | -2.0% | -10.3% | +8.3% | -3.1% |
| 1Y | -19.1% | +61.5% | -80.6% | -37.2% |
| 3Y | +20.9% | -34.0% | +54.8% | +16.0% |
| 5Y | -17.8% | -44.6% | +26.8% | -23.0% |
| 10Y | +23.5% | +76.1% | -52.6% | -38.8% |
| All | +212.7% | +2,835.3% | -2,622.6% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling