+22.9%
IP vs ALLE
+144.1%
-121.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | -5.3% | -0.2% | -5.0% | -5.1% |
| 30D | -10.9% | -6.8% | -4.1% | -7.2% |
| 3M | +11.2% | +21.0% | -9.9% | -0.8% |
| 6M | -10.2% | +1.1% | -11.3% | -11.4% |
| YTD | -2.0% | -0.5% | -1.4% | -2.7% |
| 1Y | -19.1% | -7.3% | -11.8% | -16.5% |
| 3Y | +20.9% | +42.3% | -21.4% | -5.3% |
| 5Y | -17.8% | +13.5% | -31.3% | -27.9% |
| All | +22.9% | +144.1% | -121.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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