+15.9%
IP vs SNY
+64.3%
-48.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -5.9% | -3.6% | -2.3% | -4.7% |
| 30D | -17.0% | -1.9% | -15.1% | -16.5% |
| 3M | +8.9% | -2.0% | +10.8% | +9.5% |
| 6M | -10.0% | +2.5% | -12.5% | -10.8% |
| YTD | -9.8% | -7.0% | -2.8% | -7.8% |
| 1Y | -22.6% | -4.4% | -18.2% | -21.7% |
| 3Y | +13.1% | -8.4% | +21.5% | +13.0% |
| 5Y | -22.3% | +9.5% | -31.8% | -30.0% |
| All | +15.9% | +64.3% | -48.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling