-12.3%
IP vs ALC
-8.7%
-3.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -5.0% | +7.6% | -12.6% | -7.3% |
| 30D | +6.5% | +21.1% | -14.6% | -0.2% |
| 3M | -18.0% | +8.5% | -26.5% | -20.4% |
| 6M | +10.3% | +2.8% | +7.5% | +8.3% |
| YTD | -9.9% | -2.4% | -7.5% | -10.1% |
| 1Y | -1.1% | +3.5% | -4.5% | -3.2% |
| 3Y | +13.0% | +4.2% | +8.8% | +8.2% |
| 5Y | -12.3% | -9.0% | -3.3% | -19.4% |
| All | -12.3% | -8.7% | -3.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling