+13.8%
IP vs HIG
+93.7%
-79.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -5.0% | +3.8% | -8.8% | -6.1% |
| 30D | +6.5% | +8.1% | -1.6% | +3.9% |
| 3M | -18.0% | -4.1% | -13.9% | -16.9% |
| 6M | +10.3% | +3.1% | +7.2% | +8.6% |
| YTD | -9.9% | +0.8% | -10.7% | -10.4% |
| 1Y | -1.1% | +8.8% | -9.9% | -4.2% |
| All | +13.8% | +93.7% | -79.8% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling