-6.0%
IP vs SKDD
-52.1%
+46.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -2.2% |
| 7D | -0.9% | -24.2% | +23.3% | -0.5% |
| 30D | +6.7% | +0.1% | +6.6% | +6.0% |
| 3M | -16.6% | -20.8% | +4.2% | -16.5% |
| All | -6.0% | -52.1% | +46.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 1y: compounded portfolio wealth divided by compounded SKDD 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…
1y analysis · Full analysis span regression · Available span rolling