+23.9%
IP vs HIG
+102.1%
-78.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -10.9% | -3.2% | -7.6% | -9.9% |
| 3M | +11.2% | +9.1% | +2.0% | +7.2% |
| 6M | -10.2% | -1.8% | -8.4% | -9.9% |
| YTD | -2.0% | +1.8% | -3.8% | -2.9% |
| 1Y | -19.1% | +4.6% | -23.7% | -20.6% |
| All | +23.9% | +102.1% | -78.1% | -3.4% |
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