+18.3%
IP vs CRBG
+112.0%
-93.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.1% |
| 7D | -4.6% | +0.8% | -5.4% | -4.9% |
| 30D | -15.3% | -1.9% | -13.3% | -14.8% |
| 3M | +2.7% | +23.6% | -20.9% | -5.7% |
| 6M | -7.4% | +36.5% | -43.9% | -18.6% |
| YTD | -8.8% | +14.3% | -23.1% | -14.6% |
| 1Y | -22.4% | +4.8% | -27.2% | -25.2% |
| 3Y | +14.2% | +119.3% | -105.1% | -16.5% |
| All | +18.3% | +112.0% | -93.6% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling