-12.3%
IP vs ALM
+390.7%
-403.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.8% |
| 3M | -18.0% | -40.3% | +22.2% | -16.4% |
| 6M | +10.3% | -60.3% | +70.6% | +13.9% |
| YTD | -9.9% | -9.8% | -0.1% | -10.3% |
| 1Y | -1.1% | +30.8% | -31.8% | -3.0% |
| 3Y | +13.0% | +772.4% | -759.4% | +0.7% |
| 5Y | -12.3% | +390.7% | -403.0% | -21.2% |
| All | -12.3% | +390.7% | -403.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling