-5.5%
IP vs SITM
+50.0%
-55.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.7% | -1.5% |
| 7D | -2.8% | +17.2% | -20.0% | -3.3% |
| 30D | +9.2% | -17.1% | +26.3% | +9.6% |
| 3M | -16.1% | -29.2% | +13.0% | -15.7% |
| 6M | +9.6% | -47.6% | +57.2% | +12.6% |
| YTD | -8.8% | +33.8% | -42.6% | -16.1% |
| 1Y | -5.5% | +54.1% | -59.6% | -15.9% |
| All | -5.5% | +50.0% | -55.5% | -15.9% |
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