+17.3%
IP vs SFM
-32.4%
+49.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.5% |
| 7D | +3.4% | -12.3% | +15.7% | +3.1% |
| 30D | +11.2% | -16.2% | +27.4% | +11.3% |
| 3M | -14.8% | -36.8% | +22.0% | -13.2% |
| 6M | +17.3% | -32.6% | +49.9% | +19.8% |
| All | +17.3% | -32.4% | +49.7% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling