+13.4%
IP vs CRBG
+122.1%
-108.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -7.7% | +0.6% | -8.3% | -8.0% |
| 30D | -15.5% | +2.6% | -18.2% | -16.5% |
| 3M | -0.6% | +24.0% | -24.6% | -9.1% |
| 6M | -8.8% | +50.5% | -59.3% | -23.2% |
| YTD | -9.6% | +17.1% | -26.7% | -16.3% |
| 1Y | -22.5% | +5.9% | -28.4% | -25.7% |
| 3Y | +13.4% | +122.7% | -109.3% | -12.4% |
| All | +13.4% | +122.1% | -108.7% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling