+26.8%
IP vs SIRI
0.0%
+26.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -3.0% | +11.4% | -14.4% | -5.4% |
| 30D | +10.6% | +24.2% | -13.6% | +5.4% |
| 3M | -13.6% | +11.1% | -24.7% | -15.8% |
| 6M | +10.4% | +23.9% | -13.5% | +4.9% |
| YTD | -6.5% | +70.0% | -76.5% | -17.5% |
| 1Y | -2.1% | +56.6% | -58.7% | -12.1% |
| 3Y | +22.0% | -21.4% | +43.3% | +22.5% |
| 5Y | -9.7% | -38.3% | +28.6% | -8.8% |
| 10Y | +26.8% | -3.5% | +30.3% | +11.9% |
| All | +26.8% | 0.0% | +26.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling