+2,883.5%
GE vs IP
+364.8%
+2,518.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.2% |
| 7D | -1.6% | -5.3% | +3.7% | +0.6% |
| 30D | -11.6% | -10.9% | -0.7% | -7.4% |
| 3M | +3.0% | +11.2% | -8.2% | -2.3% |
| 6M | -0.5% | -10.2% | +9.7% | +2.6% |
| YTD | +9.7% | -2.0% | +11.7% | +8.4% |
| 1Y | +20.0% | -19.1% | +39.1% | +27.0% |
| 3Y | +275.8% | +20.9% | +255.0% | +219.8% |
| 5Y | +429.1% | -17.8% | +446.9% | +424.6% |
| 10Y | +151.2% | +23.5% | +127.7% | +106.5% |
| All | +2,883.5% | +364.8% | +2,518.7% | +1,015.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling