+40.6%
IP vs ALLY
+104.2%
-63.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | 0.0% |
| 7D | +3.4% | +2.4% | +1.0% | +2.4% |
| 30D | +11.2% | +5.6% | +5.7% | +8.8% |
| 3M | -14.8% | -11.7% | -3.1% | -10.5% |
| 6M | +17.3% | -7.0% | +24.3% | +20.8% |
| YTD | -6.2% | -10.4% | +4.3% | -2.5% |
| 1Y | +2.3% | +2.4% | 0.0% | +0.7% |
| 3Y | +17.7% | +59.2% | -41.6% | -6.3% |
| 5Y | -8.4% | -5.0% | -3.4% | -14.3% |
| 10Y | +32.1% | +204.5% | -172.4% | -29.6% |
| All | +40.6% | +104.2% | -63.7% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling