+13.8%
IP vs ALM
+806.0%
-792.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -3.5% |
| 7D | -5.0% | -14.5% | +9.5% | -4.3% |
| 30D | +6.5% | -39.0% | +45.6% | +8.9% |
| 3M | -18.0% | -40.3% | +22.2% | -16.3% |
| 6M | +10.3% | -60.3% | +70.6% | +14.1% |
| YTD | -9.9% | -9.8% | -0.1% | -10.1% |
| 1Y | -1.1% | +30.8% | -31.8% | -2.7% |
| All | +13.8% | +806.0% | -792.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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