+22.9%
IP vs SBAC
+80.0%
-57.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | -10.9% | +6.9% | -17.8% | -12.4% |
| 3M | +11.2% | -8.2% | +19.4% | +13.2% |
| 6M | -10.2% | -1.6% | -8.6% | -10.8% |
| YTD | -2.0% | -0.1% | -1.9% | -3.2% |
| 1Y | -19.1% | -0.5% | -18.6% | -20.0% |
| 3Y | +20.9% | -9.1% | +29.9% | +19.8% |
| 5Y | -17.8% | -43.8% | +26.0% | -7.3% |
| All | +22.9% | +80.0% | -57.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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