+251.8%
IP vs SM
+1,356.1%
-1,104.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.3% | +16.8% | +3.9% |
| 7D | +3.4% | -21.5% | +24.9% | +7.0% |
| 30D | +11.2% | -11.4% | +22.6% | +12.9% |
| 3M | -14.8% | +0.6% | -15.4% | -15.7% |
| 6M | +17.3% | +0.2% | +17.0% | +14.6% |
| YTD | -6.2% | +69.7% | -75.8% | -16.6% |
| 1Y | +2.3% | +71.6% | -69.2% | -9.3% |
| 3Y | +17.7% | -16.9% | +34.5% | +14.4% |
| 5Y | -8.4% | -3.2% | -5.2% | -16.9% |
| 10Y | +32.1% | +15.5% | +16.5% | -18.9% |
| All | +251.8% | +1,356.1% | -1,104.3% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling