-16.1%
IP vs GEN
+24.6%
-40.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | -5.3% | -1.2% | -4.1% | -5.0% |
| 30D | -10.9% | +10.1% | -21.0% | -13.2% |
| 3M | +11.2% | +16.1% | -4.9% | +6.7% |
| 6M | -10.2% | +38.9% | -49.1% | -18.4% |
| YTD | -2.0% | +14.4% | -16.4% | -5.9% |
| 1Y | -19.1% | +5.9% | -25.0% | -20.7% |
| 3Y | +20.9% | +58.8% | -37.9% | +7.0% |
| All | -16.1% | +24.6% | -40.7% | -23.7% |
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