+157.4%
GE vs IP
+24.7%
+132.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | +5.4% | 0.0% | +5.3% | +5.4% |
| 30D | +9.6% | +9.4% | +0.3% | +4.8% |
| 3M | -7.7% | -14.1% | +6.3% | -1.0% |
| 6M | +14.0% | +9.2% | +4.9% | +7.4% |
| YTD | +10.2% | -7.5% | +17.7% | +11.0% |
| 1Y | +8.9% | -2.8% | +11.7% | +6.4% |
| 3Y | +273.7% | +21.2% | +252.4% | +189.6% |
| 5Y | +410.2% | -11.5% | +421.7% | +372.9% |
| 10Y | +157.4% | +23.7% | +133.8% | +88.2% |
| All | +157.4% | +24.7% | +132.7% | +88.2% |
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