-12.3%
IP vs SM
-8.9%
-3.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.4% |
| 7D | -5.0% | -25.1% | +20.2% | -1.7% |
| 30D | +6.5% | -15.6% | +22.1% | +8.4% |
| 3M | -18.0% | +2.7% | -20.7% | -19.3% |
| 6M | +10.3% | -3.8% | +14.2% | +8.3% |
| YTD | -9.9% | +61.8% | -71.7% | -21.0% |
| 1Y | -1.1% | +71.4% | -72.4% | -14.3% |
| 3Y | +13.0% | -20.7% | +33.7% | +8.7% |
| 5Y | -12.3% | -11.5% | -0.7% | -17.5% |
| All | -12.3% | -8.9% | -3.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling