-19.1%
IP vs GEN
+5.4%
-24.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.6% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | -10.9% | +10.1% | -21.0% | -12.6% |
| 3M | +11.2% | +16.1% | -4.9% | +7.9% |
| 6M | -10.2% | +38.9% | -49.1% | -14.6% |
| YTD | -2.0% | +14.4% | -16.4% | +3.5% |
| 1Y | -19.1% | +5.9% | -25.0% | -14.1% |
| All | -19.1% | +5.4% | -24.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling