+20.3%
IP vs GWRE
+66.3%
-46.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -1.3% |
| 7D | +0.1% | -25.6% | +25.6% | +2.3% |
| 30D | -11.2% | -12.2% | +1.0% | -10.8% |
| 3M | +12.3% | +17.7% | -5.4% | +9.4% |
| 6M | -5.2% | -11.3% | +6.1% | -5.3% |
| YTD | -4.0% | -25.5% | +21.6% | -1.8% |
| 1Y | -19.2% | -42.8% | +23.6% | -14.5% |
| 3Y | +20.3% | +59.0% | -38.7% | +9.8% |
| All | +20.3% | +66.3% | -46.0% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling