-12.3%
IP vs ALLE
+51.8%
-64.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.6% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +6.5% | +20.6% | -14.0% | -3.1% |
| 3M | -18.0% | +11.4% | -29.4% | -22.4% |
| 6M | +10.3% | +42.5% | -32.2% | -7.8% |
| YTD | -9.9% | +18.9% | -28.8% | -18.3% |
| 1Y | -1.1% | +14.2% | -15.2% | -8.5% |
| 3Y | +13.0% | +90.7% | -77.7% | -20.3% |
| 5Y | -12.3% | +52.5% | -64.7% | -33.9% |
| All | -12.3% | +51.8% | -64.1% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling