-12.4%
IP vs ALM
+396.4%
-408.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.8% |
| 7D | -5.1% | -6.7% | +1.6% | -4.8% |
| 30D | +8.5% | -32.9% | +41.4% | +10.3% |
| 3M | -13.8% | -39.5% | +25.7% | -12.2% |
| 6M | +5.7% | -62.0% | +67.7% | +9.3% |
| YTD | -9.1% | -7.8% | -1.3% | -9.6% |
| 1Y | -0.8% | +26.7% | -27.5% | -2.6% |
| 3Y | +14.8% | +825.4% | -810.6% | +2.1% |
| All | -12.4% | +396.4% | -408.8% | -21.4% |
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 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