+238.5%
IP vs GNRC
+2,087.1%
-1,848.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.6% |
| 7D | -5.3% | +1.9% | -7.2% | -5.7% |
| 30D | -10.9% | -13.8% | +3.0% | -7.6% |
| 3M | +11.2% | -32.6% | +43.8% | +21.6% |
| 6M | -10.2% | -15.2% | +5.0% | -8.0% |
| YTD | -2.0% | +37.4% | -39.4% | -11.6% |
| 1Y | -19.1% | +5.1% | -24.2% | -22.3% |
| 3Y | +20.9% | +57.5% | -36.7% | +1.2% |
| 5Y | -17.8% | -58.7% | +40.9% | -10.3% |
| 10Y | +23.5% | +395.5% | -372.0% | -39.3% |
| All | +238.5% | +2,087.1% | -1,848.6% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling