+23.9%
IP vs SN
+389.7%
-365.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -5.3% | -9.3% | +4.1% | -2.7% |
| 30D | -10.9% | -4.8% | -6.1% | -9.7% |
| 3M | +11.2% | +40.4% | -29.3% | +0.9% |
| 6M | -10.2% | +50.9% | -61.2% | -20.3% |
| YTD | -2.0% | +54.9% | -56.9% | -13.7% |
| 1Y | -19.1% | +43.0% | -62.1% | -28.0% |
| All | +23.9% | +389.7% | -365.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling