+17.6%
IP vs SGI
+319.5%
-301.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -0.3% | -5.3% | +5.0% | +1.2% |
| 30D | +7.9% | -2.1% | +10.0% | +8.4% |
| 3M | -15.3% | -8.2% | -7.1% | -13.5% |
| 6M | +10.5% | -4.6% | +15.1% | +11.9% |
| YTD | -9.4% | -31.5% | +22.1% | -0.2% |
| 1Y | -4.6% | -30.8% | +26.2% | +4.7% |
| 3Y | +21.2% | +67.2% | -46.0% | +5.2% |
| 5Y | -13.3% | +42.5% | -55.8% | -24.7% |
| All | +17.6% | +319.5% | -301.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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