+26.5%
IP vs GEN
+157.3%
-130.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.4% |
| 7D | -5.1% | +2.3% | -7.3% | -5.5% |
| 30D | +8.5% | +33.1% | -24.5% | +1.8% |
| 3M | -13.8% | +6.5% | -20.3% | -15.6% |
| 6M | +5.7% | +53.8% | -48.1% | -5.1% |
| YTD | -9.1% | +11.2% | -20.3% | -12.5% |
| 1Y | -0.8% | +19.4% | -20.2% | -6.0% |
| 3Y | +14.8% | +81.0% | -66.2% | -0.6% |
| 5Y | -11.5% | +33.4% | -45.0% | -20.1% |
| All | +26.5% | +157.3% | -130.8% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling