+42.2%
IP vs ALM
+3,805.1%
-3,762.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.5% |
| 7D | +3.4% | -6.4% | +9.8% | +3.4% |
| 30D | +11.2% | -35.0% | +46.2% | +11.4% |
| 3M | -14.8% | -33.8% | +19.0% | -14.7% |
| 6M | +17.3% | -55.0% | +72.3% | +17.6% |
| YTD | -6.2% | -0.2% | -5.9% | -6.2% |
| 1Y | +2.3% | +41.8% | -39.4% | +2.1% |
| 3Y | +17.7% | +864.6% | -846.9% | +16.6% |
| 5Y | -8.4% | +443.3% | -451.8% | -9.2% |
| 10Y | +32.1% | +2,253.4% | -2,221.3% | +30.2% |
| All | +42.2% | +3,805.1% | -3,762.9% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling