+26.5%
IP vs ALLE
+222.4%
-195.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.4% |
| 7D | -5.1% | -0.6% | -4.5% | -4.7% |
| 30D | +8.5% | +25.3% | -16.8% | -5.1% |
| 3M | -13.8% | +10.3% | -24.1% | -18.9% |
| 6M | +5.7% | +38.0% | -32.3% | -12.9% |
| YTD | -9.1% | +17.8% | -26.9% | -18.5% |
| 1Y | -0.8% | +13.6% | -14.4% | -9.1% |
| 3Y | +14.8% | +89.2% | -74.4% | -24.3% |
| 5Y | -11.5% | +51.1% | -62.6% | -34.9% |
| All | +26.5% | +222.4% | -195.9% | -34.5% |
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