-11.5%
IP vs GTLB
-64.3%
+52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | 0.0% | -10.9% | +10.9% | +0.8% |
| 30D | +9.4% | -15.3% | +24.7% | +10.6% |
| 3M | -14.1% | +14.6% | -28.6% | -15.0% |
| 6M | +9.2% | +79.6% | -70.4% | +4.2% |
| YTD | -7.5% | +24.3% | -31.9% | -9.8% |
| 1Y | -2.8% | +1.0% | -3.8% | -3.7% |
| 3Y | +21.2% | +4.6% | +16.6% | +17.1% |
| 5Y | -11.5% | -63.7% | +52.2% | -19.5% |
| All | -11.5% | -64.3% | +52.8% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling