+184.3%
IP vs HIG
+991.9%
-807.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -5.0% | +3.8% | -8.8% | -6.0% |
| 30D | +6.5% | +8.1% | -1.6% | +4.2% |
| 3M | -18.0% | -4.1% | -13.9% | -17.2% |
| 6M | +10.3% | +3.1% | +7.2% | +8.9% |
| YTD | -9.9% | +0.8% | -10.7% | -10.4% |
| 1Y | -1.1% | +8.8% | -9.9% | -3.8% |
| 3Y | +13.0% | +95.2% | -82.2% | -7.4% |
| 5Y | -12.3% | +110.8% | -123.1% | -29.8% |
| 10Y | +26.8% | +292.6% | -265.7% | -16.8% |
| All | +184.3% | +991.9% | -807.5% | +13.0% |
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 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