-1.7%
IP vs SGI
-18.9%
+17.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -2.5% |
| 7D | -5.0% | +5.3% | -10.3% | -7.7% |
| 30D | +6.5% | +8.2% | -1.6% | +1.7% |
| 3M | -18.0% | -2.2% | -15.8% | -17.4% |
| 6M | +10.3% | -8.4% | +18.7% | +13.7% |
| YTD | -9.9% | -23.4% | +13.6% | -1.8% |
| All | -1.7% | -18.9% | +17.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling