-16.1%
IP vs ALLY
+1.6%
-17.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | +3.7% | -8.9% | -6.5% |
| 30D | -10.9% | -2.3% | -8.6% | -10.1% |
| 3M | +11.2% | +3.8% | +7.3% | +9.7% |
| 6M | -10.2% | +9.7% | -19.9% | -13.2% |
| YTD | -2.0% | -1.4% | -0.6% | -1.9% |
| 1Y | -19.1% | +8.2% | -27.3% | -21.8% |
| 3Y | +20.9% | +66.5% | -45.6% | -1.7% |
| All | -16.1% | +1.6% | -17.7% | -23.4% |
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