+22.0%
IP vs GTLB
+4.0%
+18.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.0% |
| 7D | -3.0% | -9.6% | +6.5% | -2.4% |
| 30D | +10.6% | -14.5% | +25.1% | +11.6% |
| 3M | -13.6% | +20.9% | -34.5% | -14.7% |
| 6M | +10.4% | +81.4% | -71.0% | +5.8% |
| YTD | -6.5% | +25.6% | -32.0% | -8.1% |
| 1Y | -2.1% | +3.4% | -5.6% | -2.2% |
| 3Y | +22.0% | +8.9% | +13.1% | +22.0% |
| All | +22.0% | +4.0% | +18.0% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling