+92.9%
GOOGL vs IP
-12.0%
+104.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +1.8% | -5.1% | +6.8% | +2.6% |
| 30D | -18.8% | +8.5% | -27.3% | -20.1% |
| 3M | -20.3% | -13.8% | -6.5% | -18.5% |
| 6M | -28.4% | +5.7% | -34.1% | -29.9% |
| YTD | -8.8% | -9.1% | +0.3% | -9.0% |
| 1Y | +0.3% | -0.8% | +1.1% | -2.2% |
| 3Y | +120.7% | +14.8% | +105.9% | +91.9% |
| All | +92.9% | -12.0% | +104.9% | +85.1% |
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