+22.4%
IP vs SFM
+140.8%
-118.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.9% |
| 7D | -2.8% | -7.1% | +4.3% | -1.7% |
| 30D | +9.2% | -21.4% | +30.6% | +12.5% |
| 3M | -16.1% | -40.1% | +24.0% | -9.7% |
| 6M | +9.6% | -38.0% | +47.6% | +16.7% |
| YTD | -8.8% | -36.5% | +27.8% | -4.3% |
| 1Y | -5.5% | -35.2% | +29.7% | -1.4% |
| 3Y | +19.6% | +23.5% | -3.9% | +9.2% |
| 5Y | -13.5% | +109.7% | -123.2% | -30.7% |
| 10Y | +22.4% | +132.6% | -110.1% | -5.9% |
| All | +22.4% | +140.8% | -118.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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