+38.8%
IP vs SFM
+132.6%
-93.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.7% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -10.9% | -4.4% | -6.5% | -10.3% |
| 3M | +11.2% | +1.5% | +9.6% | +10.5% |
| 6M | -10.2% | +6.5% | -16.7% | -12.4% |
| YTD | -2.0% | +2.2% | -4.2% | -3.8% |
| 1Y | -19.1% | -41.9% | +22.8% | -12.7% |
| 3Y | +20.9% | +106.8% | -85.9% | +4.1% |
| 5Y | -17.8% | +231.6% | -249.4% | -36.2% |
| 10Y | +23.5% | +258.4% | -234.9% | -10.3% |
| All | +38.8% | +132.6% | -93.8% | +4.0% |
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