-4.6%
IP vs SFM
-36.8%
+32.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.6% |
| 7D | -0.3% | +6.0% | -6.3% | +0.2% |
| 30D | +7.9% | -19.5% | +27.4% | +6.0% |
| 3M | -15.3% | -37.0% | +21.7% | -18.9% |
| 6M | +10.5% | -41.0% | +51.5% | +4.2% |
| YTD | -9.4% | -34.6% | +25.3% | -7.8% |
| 1Y | -4.6% | -36.3% | +31.6% | -2.4% |
| All | -4.6% | -36.8% | +32.1% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling