-4.0%
IP vs SKDD
-54.8%
+50.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.5% | +18.2% | -1.1% |
| 7D | -2.8% | -8.2% | +5.4% | -2.8% |
| 30D | +9.2% | +0.3% | +8.9% | +8.3% |
| 3M | -16.1% | -38.8% | +22.7% | -15.2% |
| All | -4.0% | -54.8% | +50.9% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling