+13.8%
IP vs ALLY
+57.0%
-43.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.4% |
| 7D | -5.0% | -1.1% | -3.8% | -4.6% |
| 30D | +6.5% | +4.2% | +2.4% | +4.8% |
| 3M | -18.0% | -12.4% | -5.6% | -13.8% |
| 6M | +10.3% | -8.7% | +19.0% | +14.2% |
| YTD | -9.9% | -11.6% | +1.8% | -5.9% |
| 1Y | -1.1% | +0.2% | -1.2% | -1.5% |
| All | +13.8% | +57.0% | -43.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling