-6.7%
IP vs SM
+78.0%
-84.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.2% | -1.3% |
| 7D | -0.9% | +10.6% | -11.5% | +0.7% |
| 30D | +6.7% | -15.0% | +21.7% | +4.4% |
| 3M | -16.6% | +1.7% | -18.2% | -15.8% |
| 6M | +6.0% | +5.9% | +0.1% | +8.2% |
| YTD | -10.7% | +79.0% | -89.7% | -23.7% |
| 1Y | -6.7% | +84.7% | -91.3% | -21.4% |
| All | -6.7% | +78.0% | -84.6% | -21.4% |
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