+155.5%
GE vs IP
+26.3%
+129.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | +7.1% | -5.1% | +12.2% | +9.8% |
| 30D | +6.5% | +8.5% | -2.1% | +2.1% |
| 3M | -13.6% | -13.8% | +0.3% | -7.5% |
| 6M | +6.0% | +5.7% | +0.2% | +1.4% |
| YTD | +5.4% | -9.1% | +14.5% | +7.1% |
| 1Y | +6.5% | -0.8% | +7.3% | +2.8% |
| 3Y | +268.6% | +14.8% | +253.8% | +194.9% |
| 5Y | +389.0% | -11.5% | +400.6% | +351.8% |
| All | +155.5% | +26.3% | +129.2% | +86.6% |
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