-11.5%
IP vs HIG
+111.3%
-122.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.1% |
| 7D | 0.0% | +2.1% | -2.1% | -1.0% |
| 30D | +9.4% | +6.7% | +2.6% | +6.1% |
| 3M | -14.1% | -1.9% | -12.1% | -13.5% |
| 6M | +9.2% | +5.3% | +3.8% | +5.6% |
| YTD | -7.5% | +1.3% | -8.9% | -8.8% |
| 1Y | -2.8% | +7.2% | -10.0% | -6.8% |
| 3Y | +21.2% | +96.6% | -75.4% | -18.8% |
| 5Y | -11.5% | +110.0% | -121.5% | -44.8% |
| All | -11.5% | +111.3% | -122.8% | -44.8% |
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 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