+26.5%
IP vs SFM
+138.2%
-111.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.7% | +1.6% |
| 7D | -5.1% | -1.2% | -3.9% | -5.0% |
| 30D | +8.5% | -24.8% | +33.3% | +12.6% |
| 3M | -13.8% | -43.7% | +29.9% | -6.3% |
| 6M | +5.7% | -37.3% | +43.0% | +12.3% |
| YTD | -9.1% | -38.4% | +29.3% | -4.2% |
| 1Y | -0.8% | -36.9% | +36.1% | +3.9% |
| 3Y | +14.8% | +20.7% | -5.9% | +5.2% |
| 5Y | -11.5% | +103.5% | -115.0% | -28.8% |
| All | +26.5% | +138.2% | -111.7% | -4.5% |
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