+2,820.1%
GE vs IP
+345.0%
+2,475.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.1% |
| 7D | +9.4% | +3.4% | +6.0% | +7.8% |
| 30D | +7.5% | +11.2% | -3.7% | +2.7% |
| 3M | -12.5% | -14.8% | +2.2% | -6.9% |
| 6M | +17.8% | +17.3% | +0.5% | +9.0% |
| YTD | +7.4% | -6.2% | +13.6% | +7.7% |
| 1Y | +8.9% | +2.3% | +6.5% | +4.9% |
| 3Y | +285.5% | +17.7% | +267.9% | +231.0% |
| 5Y | +415.2% | -8.4% | +423.6% | +386.7% |
| 10Y | +168.4% | +32.1% | +136.3% | +114.9% |
| All | +2,820.1% | +345.0% | +2,475.1% | +1,008.3% |
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