+2.3%
IP vs SM
+70.4%
-68.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.3% | +16.8% | -0.7% |
| 7D | +3.4% | -21.5% | +24.9% | +0.1% |
| 30D | +11.2% | -11.4% | +22.6% | +9.7% |
| 3M | -14.8% | +0.6% | -15.4% | -14.3% |
| 6M | +17.3% | +0.2% | +17.0% | +18.5% |
| YTD | -6.2% | +69.7% | -75.8% | -20.4% |
| 1Y | +2.3% | +71.6% | -69.2% | -13.4% |
| All | +2.3% | +70.4% | -68.0% | -13.4% |
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