-12.3%
IP vs SBAC
-39.7%
+27.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.7% |
| 7D | -5.0% | +4.4% | -9.4% | -5.8% |
| 30D | +6.5% | +13.8% | -7.2% | +3.8% |
| 3M | -18.0% | +9.0% | -27.0% | -19.5% |
| 6M | +10.3% | -10.0% | +20.3% | +12.2% |
| YTD | -9.9% | +1.8% | -11.7% | -10.9% |
| 1Y | -1.1% | +1.1% | -2.2% | -2.1% |
| 3Y | +13.0% | -9.5% | +22.5% | +12.9% |
| 5Y | -12.3% | -39.0% | +26.7% | -6.4% |
| All | -12.3% | -39.7% | +27.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling