-20.8%
IP vs CRBG
+4.4%
-25.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -1.0% |
| 7D | -8.6% | +6.5% | -15.1% | -10.9% |
| 30D | -12.9% | +10.0% | -22.9% | -16.6% |
| 3M | +10.3% | +35.1% | -24.7% | -2.6% |
| 6M | -11.0% | +41.1% | -52.2% | -23.7% |
| YTD | -4.1% | +17.4% | -21.5% | -11.9% |
| All | -20.8% | +4.4% | -25.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling