+17.3%
IP vs GEN
+61.2%
-43.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.9% |
| 7D | +3.4% | +26.9% | -23.5% | -0.1% |
| 30D | +11.2% | +38.6% | -27.4% | +6.6% |
| 3M | -14.8% | +9.7% | -24.5% | -16.9% |
| 6M | +17.3% | +58.9% | -41.6% | +18.7% |
| All | +17.3% | +61.2% | -43.9% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling