+43.2%
IP vs ALLE
+344.1%
-300.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.5% |
| 7D | +3.4% | +6.7% | -3.3% | -0.2% |
| 30D | +11.2% | +25.4% | -14.2% | -2.3% |
| 3M | -14.8% | +16.9% | -31.7% | -22.2% |
| 6M | +17.3% | +46.6% | -29.3% | -5.8% |
| YTD | -6.2% | +22.4% | -28.6% | -17.2% |
| 1Y | +2.3% | +17.7% | -15.4% | -7.7% |
| 3Y | +17.7% | +96.3% | -78.7% | -22.3% |
| 5Y | -8.4% | +57.4% | -65.8% | -33.2% |
| 10Y | +32.1% | +241.0% | -209.0% | -36.1% |
| All | +43.2% | +344.1% | -300.9% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling