+120.0%
IP vs SGI
+2,083.6%
-1,963.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -5.3% | +8.5% | -13.8% | -7.3% |
| 30D | -10.9% | +0.7% | -11.5% | -11.1% |
| 3M | +11.2% | +0.6% | +10.6% | +11.1% |
| 6M | -10.2% | -17.9% | +7.7% | -5.6% |
| YTD | -2.0% | -21.2% | +19.2% | +3.8% |
| 1Y | -19.1% | -18.9% | -0.2% | -15.1% |
| 3Y | +20.9% | +52.6% | -31.8% | +6.6% |
| 5Y | -17.8% | +60.7% | -78.5% | -30.8% |
| 10Y | +23.5% | +278.1% | -254.6% | -25.8% |
| All | +120.0% | +2,083.6% | -1,963.6% | -36.5% |
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