-16.1%
IP vs ALLE
+13.7%
-29.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -5.3% | -0.2% | -5.0% | -5.1% |
| 30D | -10.9% | -6.8% | -4.1% | -7.7% |
| 3M | +11.2% | +21.0% | -9.9% | +1.0% |
| 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% | -17.1% |
| 3Y | +20.9% | +42.3% | -21.4% | -0.8% |
| All | -16.1% | +13.7% | -29.8% | -28.7% |
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