+10.3%
IP vs SN
+85.6%
-75.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -5.0% | +3.8% | -8.8% | -6.5% |
| 30D | +6.5% | +17.5% | -11.0% | -0.7% |
| 3M | -18.0% | +19.2% | -37.3% | -24.1% |
| 6M | +10.3% | +84.9% | -74.6% | -21.0% |
| All | +10.3% | +85.6% | -75.3% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling