+8.0%
IP vs GDDY
+467.7%
-459.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.8% | -4.0% | +1.3% | -2.1% |
| 30D | +9.2% | +11.0% | -1.8% | +6.8% |
| 3M | -16.1% | +25.1% | -41.3% | -20.4% |
| 6M | +9.6% | +28.9% | -19.3% | +2.6% |
| YTD | -8.8% | -8.5% | -0.3% | -9.1% |
| 1Y | -5.5% | -13.8% | +8.3% | -4.6% |
| 3Y | +19.6% | +29.5% | -9.9% | +9.2% |
| 5Y | -13.5% | +60.5% | -74.0% | -25.6% |
| 10Y | +22.4% | +242.6% | -220.2% | -8.1% |
| All | +8.0% | +467.7% | -459.7% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling