-12.3%
IP vs SGI
+57.3%
-69.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.0% |
| 7D | -5.0% | +5.3% | -10.3% | -6.8% |
| 30D | +6.5% | +8.2% | -1.6% | +3.5% |
| 3M | -18.0% | -2.2% | -15.8% | -17.7% |
| 6M | +10.3% | -8.4% | +18.7% | +13.1% |
| YTD | -9.9% | -23.4% | +13.6% | -2.7% |
| 1Y | -1.1% | -14.0% | +12.9% | +2.8% |
| 3Y | +13.0% | +78.8% | -65.8% | -5.9% |
| 5Y | -12.3% | +58.6% | -70.9% | -31.9% |
| All | -12.3% | +57.3% | -69.6% | -31.9% |
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