-12.4%
IP vs GRMN
+122.2%
-134.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -5.1% | +4.7% | -9.8% | -6.8% |
| 30D | +8.5% | +3.4% | +5.1% | +6.8% |
| 3M | -13.8% | -5.0% | -8.8% | -12.4% |
| 6M | +5.7% | +18.6% | -12.8% | -2.3% |
| YTD | -9.1% | +42.5% | -51.6% | -22.6% |
| 1Y | -0.8% | +42.3% | -43.1% | -15.6% |
| 3Y | +14.8% | +158.5% | -143.7% | -25.9% |
| All | -12.4% | +122.2% | -134.6% | -43.5% |
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 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