-16.1%
IP vs GNRC
-58.7%
+42.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.8% |
| 7D | -5.3% | +1.9% | -7.2% | -5.6% |
| 30D | -10.9% | -13.8% | +3.0% | -8.4% |
| 3M | +11.2% | -32.6% | +43.8% | +18.9% |
| 6M | -10.2% | -15.2% | +5.0% | -8.5% |
| YTD | -2.0% | +37.4% | -39.4% | -8.9% |
| 1Y | -19.1% | +5.1% | -24.2% | -21.3% |
| 3Y | +20.9% | +57.5% | -36.7% | +7.1% |
| All | -16.1% | -58.7% | +42.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling