+22.4%
IP vs SBAC
+109.8%
-87.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | +9.2% | +3.1% | +6.1% | +8.3% |
| 3M | -16.1% | +5.1% | -21.3% | -17.4% |
| 6M | +9.6% | -11.4% | +21.0% | +12.2% |
| YTD | -8.8% | +0.2% | -9.0% | -10.1% |
| 1Y | -5.5% | -3.9% | -1.6% | -5.9% |
| 3Y | +19.6% | -7.7% | +27.3% | +18.1% |
| 5Y | -13.5% | -39.7% | +26.3% | -4.5% |
| 10Y | +22.4% | +111.9% | -89.5% | +12.1% |
| All | +22.4% | +109.8% | -87.4% | +12.1% |
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