+8.8%
IP vs ALC
+31.8%
-23.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.7% |
| 7D | -5.1% | +4.9% | -9.9% | -6.9% |
| 30D | +8.5% | +19.0% | -10.4% | +1.3% |
| 3M | -13.8% | +7.8% | -21.6% | -16.5% |
| 6M | +5.7% | +14.6% | -8.8% | +0.1% |
| YTD | -9.1% | -4.4% | -4.7% | -8.5% |
| 1Y | -0.8% | +1.4% | -2.2% | -2.5% |
| 3Y | +14.8% | +2.5% | +12.3% | +9.4% |
| 5Y | -11.5% | -10.9% | -0.6% | -12.7% |
| All | +8.8% | +31.8% | -23.1% | -15.0% |
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