+186.4%
IP vs SIRI
-6.9%
+193.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | -5.1% | +12.6% | -17.7% | -5.9% |
| 30D | +8.5% | +25.9% | -17.4% | +6.7% |
| 3M | -13.8% | +10.3% | -24.2% | -14.5% |
| 6M | +5.7% | +24.8% | -19.1% | +3.9% |
| YTD | -9.1% | +68.6% | -77.7% | -12.8% |
| 1Y | -0.8% | +55.9% | -56.7% | -4.3% |
| 3Y | +14.8% | -22.3% | +37.1% | +14.8% |
| 5Y | -11.5% | -38.6% | +27.1% | -11.2% |
| 10Y | +27.9% | -0.6% | +28.5% | +24.2% |
| All | +186.4% | -6.9% | +193.3% | +128.7% |
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 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