+620.7%
GEV vs IP
+8.7%
+612.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +3.3% | -5.3% | +8.6% | +4.5% |
| 30D | -7.5% | -10.9% | +3.4% | -5.1% |
| 3M | -2.2% | +11.2% | -13.3% | -5.3% |
| 6M | +12.1% | -10.2% | +22.3% | +14.5% |
| YTD | +44.4% | -2.0% | +46.4% | +42.3% |
| 1Y | +57.7% | -19.1% | +76.8% | +65.0% |
| All | +620.7% | +8.7% | +612.0% | +559.8% |
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