+23.7%
IP vs SBAC
+103.9%
-80.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | 0.0% | +3.6% | -3.6% | -0.9% |
| 30D | +9.4% | +4.9% | +4.5% | +8.0% |
| 3M | -14.1% | +6.5% | -20.5% | -15.6% |
| 6M | +9.2% | -11.1% | +20.3% | +11.8% |
| YTD | -7.5% | +0.9% | -8.5% | -9.1% |
| 1Y | -2.8% | -1.6% | -1.2% | -3.8% |
| 3Y | +21.2% | -7.0% | +28.2% | +19.5% |
| 5Y | -11.5% | -39.2% | +27.7% | -2.5% |
| 10Y | +23.7% | +111.4% | -87.7% | +12.7% |
| All | +23.7% | +103.9% | -80.2% | +12.7% |
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