+26.5%
IP vs HIG
+276.3%
-249.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.9% |
| 7D | -5.1% | +1.1% | -6.1% | -5.5% |
| 30D | +8.5% | +5.6% | +2.9% | +5.8% |
| 3M | -13.8% | -6.9% | -7.0% | -11.3% |
| 6M | +5.7% | +1.3% | +4.4% | +4.3% |
| YTD | -9.1% | -1.5% | -7.7% | -9.2% |
| 1Y | -0.8% | +6.6% | -7.4% | -4.5% |
| 3Y | +14.8% | +91.2% | -76.4% | -17.2% |
| 5Y | -11.5% | +106.1% | -117.6% | -38.9% |
| All | +26.5% | +276.3% | -249.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling