+130.0%
IP vs GWRE
+869.7%
-739.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -19.9% | +22.1% | +6.1% |
| 7D | -5.3% | -21.1% | +15.8% | -1.4% |
| 30D | -10.9% | +1.3% | -12.2% | -11.9% |
| 3M | +11.2% | +7.4% | +3.7% | +7.7% |
| 6M | -10.2% | +5.6% | -15.8% | -13.8% |
| YTD | -2.0% | -19.2% | +17.2% | -0.8% |
| 1Y | -19.1% | -25.1% | +6.1% | -17.1% |
| 3Y | +20.9% | +87.7% | -66.9% | -2.8% |
| 5Y | -17.8% | +32.0% | -49.9% | -30.0% |
| 10Y | +23.5% | +157.8% | -134.2% | -13.0% |
| All | +130.0% | +869.7% | -739.7% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling