+11.3%
IP vs SITM
+3,318.8%
-3,307.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.8% |
| 7D | 0.0% | -0.1% | +0.1% | -0.2% |
| 30D | +9.4% | -27.4% | +36.8% | +12.4% |
| 3M | -14.1% | -35.6% | +21.5% | -11.0% |
| 6M | +9.2% | -46.6% | +55.8% | +14.0% |
| YTD | -7.5% | +25.8% | -33.4% | -14.2% |
| 1Y | -2.8% | +38.2% | -41.0% | -11.0% |
| 3Y | +21.2% | +311.5% | -290.3% | -9.2% |
| 5Y | -11.5% | +94.6% | -106.1% | -32.7% |
| All | +11.3% | +3,318.8% | -3,307.6% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling