+95.3%
GOOGL vs IP
-9.5%
+104.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | +3.3% | -3.0% | +6.3% | +3.8% |
| 30D | -18.1% | +10.6% | -28.7% | -19.6% |
| 3M | -18.6% | -13.6% | -5.0% | -16.7% |
| 6M | -28.0% | +10.4% | -38.4% | -30.1% |
| YTD | -7.8% | -6.5% | -1.3% | -8.4% |
| 1Y | +3.6% | -2.1% | +5.7% | +1.7% |
| 3Y | +123.4% | +22.0% | +101.4% | +90.5% |
| 5Y | +95.3% | -9.7% | +105.1% | +86.5% |
| All | +95.3% | -9.5% | +104.9% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling