+22.9%
IP vs GRMN
+634.2%
-611.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -5.3% | -2.9% | -2.4% | -3.9% |
| 30D | -10.9% | -8.4% | -2.4% | -7.0% |
| 3M | +11.2% | +15.0% | -3.8% | +2.9% |
| 6M | -10.2% | +11.2% | -21.4% | -15.8% |
| YTD | -2.0% | +37.7% | -39.7% | -17.9% |
| 1Y | -19.1% | +18.5% | -37.6% | -27.1% |
| 3Y | +20.9% | +175.8% | -155.0% | -33.9% |
| 5Y | -17.8% | +75.1% | -92.9% | -42.6% |
| All | +22.9% | +634.2% | -611.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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