+17.6%
IP vs GWRE
+167.6%
-150.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | -0.3% | -2.0% | +1.7% | +0.1% |
| 30D | +7.9% | -4.1% | +12.0% | +8.5% |
| 3M | -15.3% | -13.4% | -2.0% | -14.2% |
| 6M | +10.5% | +26.0% | -15.5% | +2.3% |
| YTD | -9.4% | -21.3% | +11.9% | -8.0% |
| 1Y | -4.6% | -27.5% | +22.9% | -1.3% |
| 3Y | +21.2% | +72.7% | -51.4% | -3.2% |
| 5Y | -13.3% | +26.4% | -39.7% | -26.7% |
| All | +17.6% | +167.6% | -150.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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