+208.9%
IP vs SIRI
-17.3%
+226.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.4% |
| 7D | -5.3% | +1.6% | -6.8% | -5.4% |
| 30D | -10.9% | -4.7% | -6.1% | -10.6% |
| 3M | +11.2% | +5.3% | +5.9% | +10.7% |
| 6M | -10.2% | +30.5% | -40.7% | -12.1% |
| YTD | -2.0% | +49.6% | -51.6% | -5.1% |
| 1Y | -19.1% | +28.5% | -47.6% | -20.9% |
| 3Y | +20.9% | -27.5% | +48.3% | +21.4% |
| 5Y | -17.8% | -44.7% | +26.8% | -16.9% |
| 10Y | +23.5% | -12.6% | +36.1% | +21.2% |
| All | +208.9% | -17.3% | +226.2% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling