+13,444.1%
GOOG vs IP
+116.5%
+13,327.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | -2.1% | -5.3% | +3.1% | -0.6% |
| 30D | -6.8% | -10.9% | +4.0% | -3.8% |
| 3M | -9.1% | +11.2% | -20.3% | -12.8% |
| 6M | +10.7% | -10.2% | +20.9% | +12.0% |
| YTD | +7.1% | -2.0% | +9.1% | +4.7% |
| 1Y | +44.6% | -19.1% | +63.7% | +48.6% |
| 3Y | +147.4% | +20.9% | +126.6% | +115.9% |
| 5Y | +133.8% | -17.8% | +151.6% | +128.2% |
| 10Y | +777.5% | +23.5% | +754.0% | +611.4% |
| All | +13,444.1% | +116.5% | +13,327.6% | +8,238.3% |
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