+632.6%
GOOG vs IP
+26.3%
+606.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +2.1% | -5.1% | +7.1% | +3.3% |
| 30D | -18.3% | +8.5% | -26.8% | -20.2% |
| 3M | -20.3% | -13.8% | -6.5% | -17.7% |
| 6M | -28.1% | +5.7% | -33.8% | -30.2% |
| YTD | -9.3% | -9.1% | -0.2% | -9.7% |
| 1Y | -0.2% | -0.8% | +0.6% | -3.4% |
| 3Y | +118.0% | +14.8% | +103.2% | +90.1% |
| 5Y | +92.1% | -11.5% | +103.6% | +81.6% |
| All | +632.6% | +26.3% | +606.3% | +541.9% |
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