-16.1%
IP vs SGI
+60.4%
-76.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -5.3% | +8.5% | -13.8% | -8.0% |
| 30D | -10.9% | +0.7% | -11.5% | -11.2% |
| 3M | +11.2% | +0.6% | +10.6% | +11.0% |
| 6M | -10.2% | -17.9% | +7.7% | -4.7% |
| YTD | -2.0% | -21.2% | +19.2% | +5.0% |
| 1Y | -19.1% | -18.9% | -0.2% | -14.3% |
| 3Y | +20.9% | +52.6% | -31.8% | +4.7% |
| All | -16.1% | +60.4% | -76.5% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling