-16.1%
IP vs SBAC
-43.7%
+27.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | -10.9% | +6.9% | -17.8% | -12.0% |
| 3M | +11.2% | -8.2% | +19.4% | +12.8% |
| 6M | -10.2% | -1.6% | -8.6% | -10.4% |
| YTD | -2.0% | -0.1% | -1.9% | -2.6% |
| 1Y | -19.1% | -0.5% | -18.6% | -19.6% |
| 3Y | +20.9% | -9.1% | +29.9% | +20.4% |
| All | -16.1% | -43.7% | +27.6% | -9.0% |
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