+23.9%
IP vs GEN
+58.9%
-35.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.8% |
| 7D | -5.3% | -1.2% | -4.1% | -5.0% |
| 30D | -10.9% | +10.1% | -21.0% | -13.3% |
| 3M | +11.2% | +16.1% | -4.9% | +6.4% |
| 6M | -10.2% | +38.9% | -49.1% | -18.8% |
| YTD | -2.0% | +14.4% | -16.4% | -5.4% |
| 1Y | -19.1% | +5.9% | -25.0% | -19.9% |
| All | +23.9% | +58.9% | -35.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling