-13.6%
IP vs SIRI
-41.4%
+27.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +7.9% | +21.1% | -13.2% | +5.7% |
| 3M | -15.3% | +14.7% | -30.0% | -16.6% |
| 6M | +10.5% | +22.9% | -12.4% | +8.0% |
| YTD | -9.4% | +65.7% | -75.1% | -14.3% |
| 1Y | -4.6% | +53.5% | -58.1% | -9.1% |
| 3Y | +21.2% | -23.0% | +44.2% | +19.8% |
| All | -13.6% | -41.4% | +27.8% | -9.7% |
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 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