-16.1%
IP vs SITM
+170.8%
-186.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.4% | +1.6% |
| 7D | -5.3% | +9.7% | -15.0% | -6.1% |
| 30D | -10.9% | +12.7% | -23.6% | -12.3% |
| 3M | +11.2% | -13.4% | +24.6% | +11.4% |
| 6M | -10.2% | +59.6% | -69.8% | -16.5% |
| YTD | -2.0% | +73.3% | -75.3% | -10.1% |
| 1Y | -19.1% | +165.5% | -184.6% | -29.8% |
| 3Y | +20.9% | +368.7% | -347.9% | -6.6% |
| All | -16.1% | +170.8% | -186.9% | -37.1% |
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