+267.5%
IP vs SM
+1,608.3%
-1,340.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.6% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -10.9% | +26.3% | -37.2% | -14.3% |
| 3M | +11.2% | +8.7% | +2.5% | +8.5% |
| 6M | -10.2% | +51.7% | -61.9% | -17.9% |
| YTD | -2.0% | +99.0% | -101.0% | -14.4% |
| 1Y | -19.1% | +34.6% | -53.7% | -25.0% |
| 3Y | +20.9% | -7.8% | +28.6% | +16.3% |
| 5Y | -17.8% | +104.8% | -122.6% | -33.7% |
| 10Y | +23.5% | +7.2% | +16.3% | -22.5% |
| All | +267.5% | +1,608.3% | -1,340.8% | +37.7% |
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