+17.3%
IP vs ALC
+24.0%
-6.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.0% |
| 7D | -5.3% | -2.1% | -3.2% | -4.5% |
| 30D | -10.9% | -0.1% | -10.8% | -10.8% |
| 3M | +11.2% | +5.9% | +5.3% | +8.8% |
| 6M | -10.2% | -15.9% | +5.7% | -4.6% |
| YTD | -2.0% | -10.1% | +8.1% | +1.2% |
| 1Y | -19.1% | -10.2% | -8.9% | -16.5% |
| 3Y | +20.9% | -13.6% | +34.4% | +23.7% |
| 5Y | -17.8% | -15.1% | -2.7% | -17.4% |
| All | +17.3% | +24.0% | -6.7% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling