+9.9%
IP vs SN
+639.7%
-629.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -5.0% | +3.8% | -8.8% | -5.8% |
| 30D | +6.5% | +17.5% | -11.0% | +2.4% |
| 3M | -18.0% | +19.2% | -37.3% | -21.6% |
| 6M | +10.3% | +84.9% | -74.6% | -5.1% |
| YTD | -9.9% | +94.0% | -103.9% | -23.5% |
| 1Y | -1.1% | +151.3% | -152.4% | -20.1% |
| 3Y | +13.0% | +387.1% | -374.0% | -14.4% |
| All | +9.9% | +639.7% | -629.9% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling