+13.8%
IP vs GTLB
+14.8%
-1.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.5% |
| 7D | -5.0% | -13.5% | +8.6% | -4.1% |
| 30D | +6.5% | -5.1% | +11.6% | +6.8% |
| 3M | -18.0% | +35.5% | -53.5% | -19.7% |
| 6M | +10.3% | +97.2% | -86.9% | +5.2% |
| YTD | -9.9% | +30.5% | -40.4% | -11.6% |
| 1Y | -1.1% | +6.9% | -8.0% | -1.3% |
| All | +13.8% | +14.8% | -1.0% | +13.8% |
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