+356.7%
IP vs GEN
+8,838.9%
-8,482.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.5% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | -10.9% | +10.1% | -21.0% | -12.2% |
| 3M | +11.2% | +16.1% | -4.9% | +8.4% |
| 6M | -10.2% | +38.9% | -49.1% | -15.2% |
| YTD | -2.0% | +14.4% | -16.4% | -4.7% |
| 1Y | -19.1% | +5.9% | -25.0% | -20.4% |
| 3Y | +20.9% | +58.8% | -37.9% | +11.2% |
| 5Y | -17.8% | +24.7% | -42.5% | -22.5% |
| 10Y | +23.5% | +163.1% | -139.6% | +0.7% |
| All | +356.7% | +8,838.9% | -8,482.2% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling