-12.3%
IP vs GEN
+32.4%
-44.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.7% |
| 7D | -5.0% | +8.5% | -13.5% | -6.9% |
| 30D | +6.5% | +34.2% | -27.7% | -1.1% |
| 3M | -18.0% | +10.0% | -28.0% | -20.6% |
| 6M | +10.3% | +56.8% | -46.5% | -3.3% |
| YTD | -9.9% | +14.2% | -24.1% | -13.9% |
| 1Y | -1.1% | +20.8% | -21.8% | -6.9% |
| 3Y | +13.0% | +84.1% | -71.1% | -3.4% |
| 5Y | -12.3% | +37.1% | -49.3% | -22.6% |
| All | -12.3% | +32.4% | -44.6% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling