-16.1%
IP vs HIG
+124.5%
-140.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -10.9% | -3.2% | -7.6% | -9.6% |
| 3M | +11.2% | +9.1% | +2.0% | +5.9% |
| 6M | -10.2% | -1.8% | -8.4% | -9.8% |
| YTD | -2.0% | +1.8% | -3.8% | -3.3% |
| 1Y | -19.1% | +4.6% | -23.7% | -21.4% |
| 3Y | +20.9% | +101.6% | -80.8% | -20.1% |
| All | -16.1% | +124.5% | -140.6% | -49.9% |
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