-12.4%
IP vs HIG
+104.7%
-117.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| 6M | +5.7% | +1.3% | +4.4% | +4.2% |
| YTD | -9.1% | -1.5% | -7.7% | -9.2% |
| 1Y | -0.8% | +6.6% | -7.4% | -4.7% |
| 3Y | +14.8% | +91.2% | -76.4% | -22.1% |
| All | -12.4% | +104.7% | -117.1% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling