+15.9%
IP vs GDDY
+201.9%
-186.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.7% |
| 7D | -5.9% | -7.0% | +1.1% | -4.5% |
| 30D | -17.0% | +6.2% | -23.2% | -18.5% |
| 3M | +8.9% | +20.0% | -11.2% | +3.3% |
| 6M | -10.0% | +6.8% | -16.8% | -12.7% |
| YTD | -9.8% | -22.3% | +12.6% | -6.1% |
| 1Y | -22.6% | -33.5% | +11.0% | -16.4% |
| 3Y | +13.1% | +29.2% | -16.1% | +0.9% |
| 5Y | -22.3% | +28.1% | -50.4% | -31.9% |
| All | +15.9% | +201.9% | -186.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling