+152.0%
GE vs IP
+20.8%
+131.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.4% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | +8.1% | +7.9% | +0.1% | +4.0% |
| 3M | -7.9% | -15.3% | +7.5% | -0.4% |
| 6M | +12.9% | +10.5% | +2.4% | +5.7% |
| YTD | +8.2% | -9.4% | +17.6% | +10.1% |
| 1Y | +9.7% | -4.6% | +14.3% | +8.2% |
| 3Y | +266.1% | +21.2% | +244.9% | +182.8% |
| 5Y | +407.4% | -13.3% | +420.7% | +375.1% |
| All | +152.0% | +20.8% | +131.1% | +79.5% |
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