+91.6%
GOOGL vs IP
-12.5%
+104.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.5% |
| 7D | -0.4% | -5.0% | +4.5% | +0.4% |
| 30D | -18.7% | +6.5% | -25.3% | -19.8% |
| 3M | -22.0% | -18.0% | -3.9% | -19.5% |
| 6M | -27.2% | +10.3% | -37.5% | -29.4% |
| YTD | -9.5% | -9.9% | +0.3% | -9.6% |
| 1Y | -0.4% | -1.1% | +0.7% | -2.8% |
| 3Y | +121.0% | +13.0% | +107.9% | +93.0% |
| 5Y | +91.6% | -12.3% | +103.9% | +84.5% |
| All | +91.6% | -12.5% | +104.1% | +84.5% |
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