+148.8%
GE vs IP
+25.2%
+123.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -2.5% |
| 7D | +0.5% | -5.0% | +5.5% | +3.0% |
| 30D | +1.7% | +6.5% | -4.8% | -1.5% |
| 3M | -17.3% | -18.0% | +0.7% | -9.3% |
| 6M | +10.1% | +10.3% | -0.2% | +3.2% |
| YTD | +2.6% | -9.9% | +12.5% | +4.7% |
| 1Y | +3.7% | -1.1% | +4.8% | +0.3% |
| 3Y | +268.3% | +13.0% | +255.3% | +197.2% |
| 5Y | +376.2% | -12.3% | +388.4% | +341.7% |
| All | +148.8% | +25.2% | +123.6% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling