+26.5%
IP vs SM
+8.2%
+18.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -5.1% | -25.9% | +20.8% | -2.0% |
| 30D | +8.5% | -15.1% | +23.6% | +10.2% |
| 3M | -13.8% | +4.9% | -18.7% | -14.9% |
| 6M | +5.7% | +6.1% | -0.4% | +3.3% |
| YTD | -9.1% | +63.4% | -72.6% | -16.6% |
| 1Y | -0.8% | +72.5% | -73.3% | -9.6% |
| 3Y | +14.8% | -16.9% | +31.7% | +12.3% |
| 5Y | -11.5% | -10.6% | -0.9% | -16.6% |
| All | +26.5% | +8.2% | +18.3% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling