-14.6%
IP vs SITM
+87.2%
-101.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.9% | +32.5% | -33.4% | -3.5% |
| 30D | +6.7% | -18.8% | +25.5% | +8.1% |
| 3M | -16.6% | -30.9% | +14.3% | -14.5% |
| 6M | +6.0% | -44.5% | +50.4% | +9.9% |
| YTD | -10.7% | +33.2% | -43.9% | -17.0% |
| 1Y | -6.7% | +53.8% | -60.5% | -14.9% |
| 3Y | +17.1% | +335.7% | -318.6% | -11.0% |
| 5Y | -14.6% | +84.6% | -99.2% | -36.2% |
| All | -14.6% | +87.2% | -101.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling