-0.8%
IP vs SGI
-23.3%
+22.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +3.7% |
| 7D | -5.1% | +1.0% | -6.0% | -5.9% |
| 30D | +8.5% | +3.9% | +4.6% | +5.7% |
| 3M | -13.8% | -0.8% | -13.0% | -14.2% |
| 6M | +5.7% | -18.0% | +23.7% | +15.2% |
| YTD | -9.1% | -27.6% | +18.5% | +1.8% |
| 1Y | -0.8% | -27.2% | +26.4% | +10.7% |
| All | -0.8% | -23.3% | +22.5% | +10.7% |
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