+86.3%
IP vs SBAC
+2,208.1%
-2,121.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -10.9% | +6.9% | -17.8% | -11.8% |
| 3M | +11.2% | -8.2% | +19.4% | +12.3% |
| 6M | -10.2% | -1.6% | -8.6% | -10.6% |
| YTD | -2.0% | -0.1% | -1.9% | -2.7% |
| 1Y | -19.1% | -0.5% | -18.6% | -19.7% |
| 3Y | +20.9% | -9.1% | +29.9% | +20.5% |
| 5Y | -17.8% | -43.8% | +26.0% | -12.8% |
| 10Y | +23.5% | +80.5% | -57.0% | +10.2% |
| All | +86.3% | +2,208.1% | -2,121.9% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling