-17.5%
IP vs GWRE
+22.2%
-39.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -1.0% |
| 7D | +0.1% | -25.6% | +25.6% | +3.6% |
| 30D | -11.2% | -12.2% | +1.0% | -10.4% |
| 3M | +12.3% | +17.7% | -5.4% | +8.2% |
| 6M | -5.2% | -11.3% | +6.1% | -5.4% |
| YTD | -4.0% | -25.5% | +21.6% | -1.4% |
| 1Y | -19.2% | -42.8% | +23.6% | -12.9% |
| 3Y | +20.3% | +59.0% | -38.7% | +3.2% |
| 5Y | -17.5% | +21.6% | -39.1% | -30.6% |
| All | -17.5% | +22.2% | -39.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling