-6.7%
IP vs GNRC
+21.5%
-28.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -0.9% | +11.9% | -12.8% | -3.2% |
| 30D | +6.7% | -10.0% | +16.7% | +8.4% |
| 3M | -16.6% | -13.1% | -3.5% | -15.0% |
| 6M | +6.0% | -28.5% | +34.4% | +11.9% |
| YTD | -10.7% | +41.4% | -52.1% | -24.2% |
| 1Y | -6.7% | +18.8% | -25.4% | -16.7% |
| All | -6.7% | +21.5% | -28.1% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling