-12.3%
IP vs ALLY
-7.4%
-4.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.5% |
| 7D | -5.0% | -1.1% | -3.8% | -4.6% |
| 30D | +6.5% | +4.2% | +2.4% | +5.0% |
| 3M | -18.0% | -12.4% | -5.6% | -14.1% |
| 6M | +10.3% | -8.7% | +19.0% | +14.0% |
| YTD | -9.9% | -11.6% | +1.8% | -6.2% |
| 1Y | -1.1% | +0.2% | -1.2% | -1.5% |
| 3Y | +13.0% | +57.1% | -44.1% | -6.0% |
| 5Y | -12.3% | -6.8% | -5.4% | -14.9% |
| All | -12.3% | -7.4% | -4.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling