+2.3%
IP vs SITM
+47.5%
-45.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.4% | +10.9% | +1.7% |
| 7D | +3.4% | -19.5% | +22.9% | +3.8% |
| 30D | +11.2% | -43.2% | +54.4% | +12.8% |
| 3M | -14.8% | -30.8% | +16.1% | -14.2% |
| 6M | +17.3% | -28.6% | +45.9% | +16.6% |
| YTD | -6.2% | +14.2% | -20.4% | -11.5% |
| 1Y | +2.3% | +44.4% | -42.0% | -5.2% |
| All | +2.3% | +47.5% | -45.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling