+147.8%
IP vs GRMN
+6,910.7%
-6,763.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -5.0% | +2.3% | -7.3% | -5.7% |
| 30D | +6.5% | +2.6% | +4.0% | +5.4% |
| 3M | -18.0% | -5.0% | -13.1% | -16.8% |
| 6M | +10.3% | +23.1% | -12.8% | +2.1% |
| YTD | -9.9% | +42.9% | -52.8% | -21.2% |
| 1Y | -1.1% | +41.7% | -42.7% | -13.2% |
| 3Y | +13.0% | +160.7% | -147.7% | -20.8% |
| 5Y | -12.3% | +124.2% | -136.5% | -36.1% |
| 10Y | +26.8% | +684.8% | -657.9% | -37.5% |
| All | +147.8% | +6,910.7% | -6,763.0% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling