-16.1%
IP vs SKDD
-41.3%
+25.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.5% | +18.2% | -1.6% |
| 7D | -2.8% | -8.2% | +5.4% | -2.9% |
| 30D | +9.2% | +0.3% | +8.9% | +8.6% |
| 3M | -16.1% | -38.8% | +22.7% | -15.4% |
| All | -16.1% | -41.3% | +25.1% | -15.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling