+102.2%
IP vs SGI
+2,021.1%
-1,918.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.2% |
| 7D | -5.0% | +5.3% | -10.3% | -6.3% |
| 30D | +6.5% | +8.2% | -1.6% | +4.3% |
| 3M | -18.0% | -2.2% | -15.8% | -17.7% |
| 6M | +10.3% | -8.4% | +18.7% | +12.6% |
| YTD | -9.9% | -23.4% | +13.6% | -3.9% |
| 1Y | -1.1% | -14.0% | +12.9% | +2.2% |
| 3Y | +13.0% | +78.8% | -65.8% | -3.9% |
| 5Y | -12.3% | +58.6% | -70.9% | -25.9% |
| 10Y | +26.8% | +427.8% | -401.0% | -29.2% |
| All | +102.2% | +2,021.1% | -1,918.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling