+246.5%
GM vs IP
+200.8%
+45.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.3% |
| 7D | +1.9% | -5.3% | +7.2% | +4.8% |
| 30D | -1.4% | -10.9% | +9.5% | +4.6% |
| 3M | +5.9% | +11.2% | -5.3% | -1.3% |
| 6M | +12.4% | -10.2% | +22.6% | +16.1% |
| YTD | +8.6% | -2.0% | +10.6% | +5.7% |
| 1Y | +52.6% | -19.1% | +71.7% | +63.1% |
| 3Y | +169.7% | +20.9% | +148.8% | +113.6% |
| 5Y | +87.5% | -17.8% | +105.4% | +86.2% |
| 10Y | +233.0% | +23.5% | +209.4% | +148.9% |
| All | +246.5% | +200.8% | +45.7% | +51.7% |
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