+26.6%
IP vs SIRI
-23.9%
+50.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.5% |
| 7D | -5.3% | +1.6% | -6.8% | -5.5% |
| 30D | -10.9% | -4.7% | -6.1% | -10.4% |
| 3M | +11.2% | +5.3% | +5.9% | +10.4% |
| 6M | -10.2% | +30.5% | -40.7% | -13.2% |
| YTD | -2.0% | +49.6% | -51.6% | -6.8% |
| 1Y | -19.1% | +28.5% | -47.6% | -21.8% |
| All | +26.6% | -23.9% | +50.6% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling