+376.2%
GE vs IP
-12.5%
+388.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.1% |
| 7D | +0.5% | -5.0% | +5.5% | +2.2% |
| 30D | +1.7% | +6.5% | -4.8% | -0.5% |
| 3M | -17.3% | -18.0% | +0.7% | -11.9% |
| 6M | +10.1% | +10.3% | -0.2% | +5.6% |
| YTD | +2.6% | -9.9% | +12.5% | +4.3% |
| 1Y | +3.7% | -1.1% | +4.8% | +2.0% |
| 3Y | +268.3% | +13.0% | +255.3% | +219.3% |
| 5Y | +376.2% | -12.3% | +388.4% | +375.2% |
| All | +376.2% | -12.5% | +388.6% | +375.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling