-10.2%
IP vs ALM
-9.8%
-0.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | -5.3% | -2.6% | -2.7% | -5.1% |
| 30D | -10.9% | +32.0% | -42.9% | -12.8% |
| 3M | +11.2% | -15.0% | +26.2% | +11.4% |
| 6M | -10.2% | -10.1% | -0.1% | -13.0% |
| All | -10.2% | -9.8% | -0.5% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling