-19.1%
IP vs SM
+36.8%
-55.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +1.9% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | -10.9% | +25.6% | -36.4% | -9.3% |
| 3M | +11.2% | +8.0% | +3.1% | +13.1% |
| 6M | -10.2% | +50.8% | -61.0% | -14.3% |
| YTD | -2.0% | +97.9% | -99.9% | -13.9% |
| 1Y | -19.1% | +33.8% | -52.9% | -27.4% |
| All | -19.1% | +36.8% | -55.9% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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 · 6 months rolling