+57.7%
GEV vs IP
-18.9%
+76.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +3.3% | -5.3% | +8.6% | +3.7% |
| 30D | -7.5% | -10.9% | +3.4% | -6.8% |
| 3M | -2.2% | +11.2% | -13.3% | -3.2% |
| 6M | +12.1% | -10.2% | +22.3% | +12.8% |
| YTD | +44.4% | -2.0% | +46.4% | +43.8% |
| 1Y | +57.7% | -19.1% | +76.8% | +51.6% |
| All | +57.7% | -18.9% | +76.5% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling