+27.6%
IP vs SFM
+47.4%
-19.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.2% | -3.2% |
| 7D | -5.0% | +7.5% | -12.5% | -6.0% |
| 30D | +6.5% | -20.8% | +27.4% | +9.5% |
| 3M | -18.0% | -39.4% | +21.3% | -12.3% |
| 6M | +10.3% | -34.5% | +44.8% | +16.0% |
| YTD | -9.9% | -35.2% | +25.4% | -6.0% |
| 1Y | -1.1% | -35.3% | +34.2% | +3.1% |
| 3Y | +13.0% | +23.9% | -10.9% | +4.5% |
| 5Y | -12.3% | +113.8% | -126.1% | -27.7% |
| 10Y | +26.8% | +152.0% | -125.1% | -2.9% |
| All | +27.6% | +47.4% | -19.8% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling