+518.8%
GEV vs IP
+1.2%
+517.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | -3.0% | -2.8% | -0.2% | -2.3% |
| 30D | -18.9% | +9.2% | -28.1% | -20.5% |
| 3M | -20.1% | -16.1% | -3.9% | -17.1% |
| 6M | -24.6% | +9.6% | -34.2% | -27.1% |
| YTD | +24.0% | -8.8% | +32.7% | +23.8% |
| 1Y | +40.6% | -5.5% | +46.2% | +38.6% |
| All | +518.8% | +1.2% | +517.6% | +474.3% |
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 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