+510.2%
GEV vs IP
+2.5%
+507.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.7% |
| 7D | -13.2% | 0.0% | -13.2% | -13.2% |
| 30D | -20.6% | +9.4% | -30.0% | -22.3% |
| 3M | -19.5% | -14.1% | -5.5% | -17.0% |
| 6M | -23.3% | +9.2% | -32.5% | -25.8% |
| YTD | +22.2% | -7.5% | +29.8% | +21.8% |
| 1Y | +37.8% | -2.8% | +40.6% | +34.7% |
| All | +510.2% | +2.5% | +507.7% | +464.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling