+187.5%
IP vs ALB
+2,194.2%
-2,006.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.5% | -5.2% |
| 7D | -5.0% | +5.5% | -10.4% | -6.8% |
| 30D | +6.5% | -7.5% | +14.0% | +9.0% |
| 3M | -18.0% | -16.9% | -1.1% | -13.4% |
| 6M | +10.3% | -49.2% | +59.5% | +37.5% |
| YTD | -9.9% | -29.9% | +20.0% | -3.4% |
| 1Y | -1.1% | +8.2% | -9.3% | -10.2% |
| 3Y | +13.0% | -19.4% | +32.4% | -0.7% |
| 5Y | -12.3% | -61.6% | +49.4% | -5.5% |
| 10Y | +26.8% | +34.6% | -7.8% | -31.0% |
| All | +187.5% | +2,194.2% | -2,006.7% | -40.3% |
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