+700.7%
GOOGL vs IP
+19.1%
+681.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | +5.7% | -0.9% | +6.6% | +5.9% |
| 30D | -15.6% | +6.7% | -22.3% | -17.2% |
| 3M | -13.0% | -16.6% | +3.6% | -9.3% |
| 6M | -22.8% | +6.0% | -28.8% | -25.2% |
| YTD | -4.4% | -10.7% | +6.3% | -4.4% |
| 1Y | +4.5% | -6.7% | +11.1% | +2.9% |
| 3Y | +127.4% | +17.1% | +110.3% | +96.1% |
| 5Y | +102.8% | -14.6% | +117.4% | +93.7% |
| All | +700.7% | +19.1% | +681.6% | +529.0% |
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