-22.5%
IP vs ALM
+839.2%
-861.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.5% |
| 7D | -7.7% | -11.8% | +4.1% | -7.3% |
| 30D | -15.5% | +7.8% | -23.3% | -15.9% |
| 3M | -0.6% | -9.3% | +8.7% | -0.6% |
| 6M | -8.8% | -30.5% | +21.7% | -8.4% |
| YTD | -9.6% | +75.8% | -85.4% | -12.4% |
| 1Y | -22.5% | +241.2% | -263.7% | -26.7% |
| 3Y | +13.4% | +1,872.6% | -1,859.2% | -2.4% |
| All | -22.5% | +839.2% | -861.7% | -32.2% |
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