-12.4%
IP vs SIRI
-38.7%
+26.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | -5.1% | +12.6% | -17.7% | -6.3% |
| 30D | +8.5% | +25.9% | -17.4% | +5.9% |
| 3M | -13.8% | +10.3% | -24.2% | -14.8% |
| 6M | +5.7% | +24.8% | -19.1% | +3.1% |
| YTD | -9.1% | +68.6% | -77.7% | -14.2% |
| 1Y | -0.8% | +55.9% | -56.7% | -5.7% |
| 3Y | +14.8% | -22.3% | +37.1% | +13.3% |
| All | -12.4% | -38.7% | +26.4% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling