+19.5%
IP vs SIRI
-22.9%
+42.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -0.9% | -3.7% | +2.8% | -0.4% |
| 30D | +6.7% | +20.4% | -13.7% | +4.3% |
| 3M | -16.6% | +12.5% | -29.1% | -17.9% |
| 6M | +6.0% | +23.4% | -17.4% | +3.2% |
| YTD | -10.7% | +65.2% | -75.8% | -16.1% |
| 1Y | -6.7% | +52.4% | -59.1% | -11.6% |
| All | +19.5% | -22.9% | +42.5% | +17.6% |
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