+41.9%
GM vs IP
-15.4%
+57.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.1% |
| 7D | -3.4% | -0.9% | -2.6% | -3.0% |
| 30D | +2.7% | +6.7% | -4.0% | -0.3% |
| 3M | -0.4% | -16.6% | +16.2% | +7.7% |
| 6M | +13.3% | +6.0% | +7.3% | +9.0% |
| YTD | +6.8% | -10.7% | +17.4% | +8.9% |
| 1Y | +21.1% | -6.7% | +27.8% | +20.6% |
| 3Y | +231.0% | +17.1% | +213.9% | +151.7% |
| 5Y | +41.9% | -14.6% | +56.5% | +39.4% |
| All | +41.9% | -15.4% | +57.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling