+15.9%
IP vs GNRC
+377.3%
-361.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.9% | +11.9% | -12.8% | -3.6% |
| 30D | +6.7% | -10.0% | +16.7% | +8.8% |
| 3M | -16.6% | -13.1% | -3.5% | -14.7% |
| 6M | +6.0% | -28.5% | +34.4% | +12.5% |
| YTD | -10.7% | +41.4% | -52.1% | -20.9% |
| 1Y | -6.7% | +18.8% | -25.4% | -13.9% |
| 3Y | +17.1% | +86.3% | -69.1% | -6.5% |
| 5Y | -14.6% | -56.8% | +42.3% | -5.3% |
| All | +15.9% | +377.3% | -361.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling