+209.2%
IP vs HIG
+1,002.1%
-792.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -10.9% | -3.2% | -7.6% | -10.1% |
| 3M | +11.2% | +9.1% | +2.0% | +8.2% |
| 6M | -10.2% | -1.8% | -8.4% | -10.0% |
| YTD | -2.0% | +1.8% | -3.8% | -2.7% |
| 1Y | -19.1% | +4.6% | -23.7% | -20.4% |
| 3Y | +20.9% | +101.6% | -80.8% | -1.8% |
| 5Y | -17.8% | +124.5% | -142.3% | -35.3% |
| 10Y | +23.5% | +317.8% | -294.3% | -20.2% |
| All | +209.2% | +1,002.1% | -792.8% | +22.7% |
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