-22.5%
IP vs GTLB
-49.0%
+26.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.0% |
| 7D | -5.1% | -11.1% | +6.0% | -4.3% |
| 30D | +8.5% | -7.5% | +16.0% | +9.0% |
| 3M | -13.8% | +34.8% | -48.6% | -15.7% |
| 6M | +5.7% | +98.0% | -92.2% | +0.5% |
| YTD | -9.1% | +28.1% | -37.3% | -11.4% |
| 1Y | -0.8% | +5.6% | -6.4% | -2.0% |
| 3Y | +14.8% | +15.9% | -1.1% | +10.4% |
| 5Y | -11.5% | -61.1% | +49.6% | -22.2% |
| All | -22.5% | -49.0% | +26.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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