+17.9%
IP vs SITM
+4,608.4%
-4,590.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.4% | +1.5% |
| 7D | -5.3% | +9.7% | -15.0% | -6.2% |
| 30D | -10.9% | +12.7% | -23.6% | -12.6% |
| 3M | +11.2% | -13.4% | +24.6% | +11.3% |
| 6M | -10.2% | +59.6% | -69.8% | -17.4% |
| YTD | -2.0% | +73.3% | -75.3% | -11.2% |
| 1Y | -19.1% | +165.5% | -184.6% | -31.1% |
| 3Y | +20.9% | +368.7% | -347.9% | -9.8% |
| 5Y | -17.8% | +172.5% | -190.3% | -39.6% |
| All | +17.9% | +4,608.4% | -4,590.5% | -50.5% |
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