-11.5%
IP vs GRMN
+122.1%
-133.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | 0.0% | +6.3% | -6.3% | -2.4% |
| 30D | +9.4% | +7.6% | +1.8% | +6.1% |
| 3M | -14.1% | -7.5% | -6.6% | -11.7% |
| 6M | +9.2% | +21.2% | -12.1% | 0.0% |
| YTD | -7.5% | +44.0% | -51.6% | -21.6% |
| 1Y | -2.8% | +44.7% | -47.5% | -17.8% |
| 3Y | +21.2% | +160.5% | -139.3% | -22.0% |
| 5Y | -11.5% | +124.6% | -136.1% | -43.6% |
| All | -11.5% | +122.1% | -133.6% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling