+136.8%
GOOGL vs IP
-17.2%
+154.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | -2.3% | -5.3% | +3.0% | -1.4% |
| 30D | -6.6% | -10.9% | +4.3% | -4.8% |
| 3M | -8.9% | +11.2% | -20.1% | -11.3% |
| 6M | +11.9% | -10.2% | +22.1% | +13.3% |
| YTD | +8.3% | -2.0% | +10.3% | +7.1% |
| 1Y | +46.2% | -19.1% | +65.3% | +50.4% |
| 3Y | +151.9% | +20.9% | +131.0% | +121.1% |
| All | +136.8% | -17.2% | +154.0% | +120.9% |
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 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