+17.6%
IP vs HIG
+261.7%
-244.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -0.3% | +2.6% | -2.9% | -1.4% |
| 30D | +7.9% | +4.2% | +3.7% | +5.9% |
| 3M | -15.3% | +0.2% | -15.5% | -15.7% |
| 6M | +10.5% | +4.6% | +5.9% | +7.4% |
| YTD | -9.4% | +1.1% | -10.5% | -10.5% |
| 1Y | -4.6% | +4.7% | -9.3% | -7.4% |
| 3Y | +21.2% | +95.5% | -74.2% | -13.3% |
| 5Y | -13.3% | +111.7% | -125.0% | -40.8% |
| All | +17.6% | +261.7% | -244.1% | -34.1% |
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