+23.7%
IP vs SITM
+318.3%
-294.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.9% |
| 7D | 0.0% | -0.1% | +0.1% | -0.2% |
| 30D | +9.4% | -27.4% | +36.8% | +11.4% |
| 3M | -14.1% | -35.6% | +21.5% | -12.0% |
| 6M | +9.2% | -46.6% | +55.8% | +12.8% |
| YTD | -7.5% | +25.8% | -33.4% | -13.2% |
| 1Y | -2.8% | +38.2% | -41.0% | -9.8% |
| All | +23.7% | +318.3% | -294.6% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling