+22.9%
IP vs SM
+6.6%
+16.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.5% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -10.9% | +26.3% | -37.2% | -13.4% |
| 3M | +11.2% | +8.7% | +2.5% | +9.3% |
| 6M | -10.2% | +51.7% | -61.9% | -16.0% |
| YTD | -2.0% | +99.0% | -101.0% | -11.5% |
| 1Y | -19.1% | +34.6% | -53.7% | -23.6% |
| 3Y | +20.9% | -7.8% | +28.6% | +17.3% |
| 5Y | -17.8% | +104.8% | -122.6% | -29.1% |
| All | +22.9% | +6.6% | +16.3% | -15.4% |
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 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