+26.5%
IP vs GRMN
+668.8%
-642.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -5.1% | +4.7% | -9.8% | -7.2% |
| 30D | +8.5% | +3.4% | +5.1% | +6.4% |
| 3M | -13.8% | -5.0% | -8.8% | -12.1% |
| 6M | +5.7% | +18.6% | -12.8% | -4.0% |
| YTD | -9.1% | +42.5% | -51.6% | -25.4% |
| 1Y | -0.8% | +42.3% | -43.1% | -18.6% |
| 3Y | +14.8% | +158.5% | -143.7% | -34.6% |
| 5Y | -11.5% | +123.6% | -135.1% | -46.5% |
| All | +26.5% | +668.8% | -642.3% | -56.5% |
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