+767.5%
GOOG vs IP
+23.4%
+744.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.6% |
| 7D | -2.1% | -5.3% | +3.1% | -0.8% |
| 30D | -6.8% | -10.9% | +4.0% | -4.2% |
| 3M | -9.1% | +11.2% | -20.3% | -12.5% |
| 6M | +10.7% | -10.2% | +20.9% | +12.2% |
| YTD | +7.1% | -2.0% | +9.1% | +5.0% |
| 1Y | +44.6% | -19.1% | +63.7% | +49.0% |
| 3Y | +147.4% | +20.9% | +126.6% | +114.2% |
| 5Y | +133.8% | -17.8% | +151.6% | +128.6% |
| All | +767.5% | +23.4% | +744.1% | +600.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling