-1.1%
IP vs SM
+64.6%
-65.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -4.6% |
| 7D | -5.0% | -25.1% | +20.2% | -8.7% |
| 30D | +6.5% | -15.6% | +22.1% | +4.4% |
| 3M | -18.0% | +2.7% | -20.7% | -17.3% |
| 6M | +10.3% | -3.8% | +14.2% | +10.7% |
| YTD | -9.9% | +61.8% | -71.7% | -24.3% |
| 1Y | -1.1% | +71.4% | -72.4% | -18.4% |
| All | -1.1% | +64.6% | -65.7% | -18.4% |
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