+13,507.3%
GOOGL vs IP
+116.5%
+13,390.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -2.3% | -5.3% | +3.0% | -0.8% |
| 30D | -6.6% | -10.9% | +4.3% | -3.5% |
| 3M | -8.9% | +11.2% | -20.1% | -12.7% |
| 6M | +11.9% | -10.2% | +22.1% | +13.1% |
| YTD | +8.3% | -2.0% | +10.3% | +6.0% |
| 1Y | +46.2% | -19.1% | +65.3% | +50.3% |
| 3Y | +151.9% | +20.9% | +131.0% | +119.8% |
| 5Y | +137.7% | -17.8% | +155.5% | +132.0% |
| 10Y | +757.6% | +23.5% | +734.0% | +595.5% |
| All | +13,507.3% | +116.5% | +13,390.8% | +8,279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling