+23.9%
IP vs GTLB
+0.5%
+23.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | -5.3% | +11.1% | -16.3% | -5.9% |
| 30D | -10.9% | +37.8% | -48.7% | -12.8% |
| 3M | +11.2% | +61.6% | -50.4% | +7.5% |
| 6M | -10.2% | +98.9% | -109.1% | -14.6% |
| YTD | -2.0% | +32.8% | -34.8% | -4.0% |
| 1Y | -19.1% | +14.7% | -33.8% | -20.0% |
| All | +23.9% | +0.5% | +23.5% | +19.8% |
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