+40.6%
GEV vs IP
-4.7%
+45.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | -3.0% | -2.8% | -0.2% | -2.8% |
| 30D | -18.9% | +9.2% | -28.1% | -19.3% |
| 3M | -20.1% | -16.1% | -3.9% | -19.2% |
| 6M | -24.6% | +9.6% | -34.2% | -25.2% |
| YTD | +24.0% | -8.8% | +32.7% | +23.6% |
| 1Y | +40.6% | -5.5% | +46.2% | +38.1% |
| All | +40.6% | -4.7% | +45.4% | +38.1% |
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