+489.9%
GEV vs IP
-0.1%
+489.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.5% | -6.7% |
| 7D | -13.2% | -5.0% | -8.2% | -12.4% |
| 30D | -25.1% | +6.5% | -31.6% | -26.3% |
| 3M | -24.3% | -18.0% | -6.2% | -21.1% |
| 6M | -29.6% | +10.3% | -39.9% | -32.1% |
| YTD | +18.2% | -9.9% | +28.1% | +18.3% |
| 1Y | +38.0% | -1.1% | +39.1% | +33.5% |
| All | +489.9% | -0.1% | +489.9% | +448.7% |
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 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