+11.9%
IP vs ALC
+32.2%
-20.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -3.0% | +2.1% | -5.1% | -3.9% |
| 30D | +10.6% | +17.2% | -6.6% | +3.9% |
| 3M | -13.6% | +4.6% | -18.2% | -15.3% |
| 6M | +10.4% | +20.1% | -9.7% | +2.7% |
| YTD | -6.5% | -4.2% | -2.3% | -6.0% |
| 1Y | -2.1% | +2.1% | -4.2% | -4.1% |
| 3Y | +22.0% | +4.5% | +17.5% | +15.4% |
| 5Y | -9.7% | -12.3% | +2.6% | -10.2% |
| All | +11.9% | +32.2% | -20.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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