+223.0%
IP vs GNRC
+2,103.5%
-1,880.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +1.2% |
| 7D | -3.0% | -6.6% | +3.5% | -1.7% |
| 30D | +10.6% | -16.1% | +26.7% | +14.9% |
| 3M | -13.6% | -11.1% | -2.5% | -12.1% |
| 6M | +10.4% | -29.9% | +40.4% | +18.1% |
| YTD | -6.5% | +38.4% | -44.9% | -16.7% |
| 1Y | -2.1% | +21.5% | -23.7% | -10.2% |
| 3Y | +22.0% | +83.5% | -61.5% | -2.3% |
| 5Y | -9.7% | -57.1% | +47.4% | -3.0% |
| 10Y | +26.8% | +372.1% | -345.3% | -37.5% |
| All | +223.0% | +2,103.5% | -1,880.5% | -9.1% |
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 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