+21.2%
IP vs GNRC
+422.3%
-401.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | +0.1% | +4.8% | -4.8% | -1.1% |
| 30D | -11.2% | -10.4% | -0.9% | -9.0% |
| 3M | +12.3% | -28.5% | +40.8% | +21.0% |
| 6M | -5.2% | -6.8% | +1.5% | -5.3% |
| YTD | -4.0% | +39.5% | -43.4% | -13.7% |
| 1Y | -19.2% | +3.4% | -22.6% | -22.1% |
| 3Y | +20.3% | +65.1% | -44.8% | -0.4% |
| 5Y | -17.5% | -57.1% | +39.6% | -8.4% |
| 10Y | +21.2% | +432.5% | -411.3% | -54.9% |
| All | +21.2% | +422.3% | -401.1% | -54.9% |
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