+21.2%
IP vs SIRI
-13.0%
+34.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | +0.1% | +4.3% | -4.2% | -0.9% |
| 30D | -11.2% | -2.8% | -8.4% | -10.8% |
| 3M | +12.3% | +5.9% | +6.4% | +10.7% |
| 6M | -5.2% | +31.9% | -37.2% | -11.4% |
| YTD | -4.0% | +48.7% | -52.6% | -12.7% |
| 1Y | -19.2% | +23.2% | -42.4% | -23.8% |
| 3Y | +20.3% | -23.9% | +44.2% | +20.2% |
| 5Y | -17.5% | -43.4% | +25.9% | -16.2% |
| 10Y | +21.2% | -13.6% | +34.8% | -0.4% |
| All | +21.2% | -13.0% | +34.1% | -0.4% |
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