+186.7%
IP vs HIG
+967.2%
-780.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | -5.1% | +1.1% | -6.1% | -5.3% |
| 30D | +8.5% | +5.6% | +2.9% | +6.8% |
| 3M | -13.8% | -6.9% | -7.0% | -12.3% |
| 6M | +5.7% | +1.3% | +4.4% | +4.9% |
| YTD | -9.1% | -1.5% | -7.7% | -9.1% |
| 1Y | -0.8% | +6.6% | -7.4% | -3.0% |
| 3Y | +14.8% | +91.2% | -76.4% | -5.4% |
| 5Y | -11.5% | +106.1% | -117.6% | -28.7% |
| 10Y | +27.9% | +283.7% | -255.8% | -15.6% |
| All | +186.7% | +967.2% | -780.4% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling