-5.5%
IP vs SIRI
+54.0%
-59.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.8% | -2.6% | -0.2% | -2.2% |
| 30D | +9.2% | +22.2% | -13.0% | +4.3% |
| 3M | -16.1% | +14.1% | -30.2% | -18.9% |
| 6M | +9.6% | +22.5% | -12.9% | +3.9% |
| YTD | -8.8% | +67.9% | -76.7% | -24.6% |
| 1Y | -5.5% | +54.6% | -60.1% | -17.5% |
| All | -5.5% | +54.0% | -59.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling