+9.4%
IP vs SITM
+3,107.0%
-3,097.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +17.4% | -16.6% | -1.0% |
| 7D | -5.1% | -6.7% | +1.7% | -4.7% |
| 30D | +8.5% | -37.3% | +45.8% | +13.3% |
| 3M | -13.8% | -39.4% | +25.5% | -10.2% |
| 6M | +5.7% | -33.1% | +38.9% | +7.0% |
| YTD | -9.1% | +18.0% | -27.2% | -15.0% |
| 1Y | -0.8% | +22.7% | -23.5% | -8.0% |
| 3Y | +14.8% | +283.8% | -269.0% | -13.4% |
| 5Y | -11.5% | +45.0% | -56.6% | -30.3% |
| All | +9.4% | +3,107.0% | -3,097.7% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling