-17.5%
IP vs SNY
+6.4%
-23.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.5% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | -11.2% | -0.7% | -10.6% | -11.1% |
| 3M | +12.3% | -1.6% | +14.0% | +12.8% |
| 6M | -5.2% | +2.3% | -7.5% | -5.6% |
| YTD | -4.0% | -6.0% | +2.0% | -2.8% |
| 1Y | -19.2% | -2.7% | -16.6% | -18.8% |
| 3Y | +20.3% | -7.5% | +27.8% | +20.8% |
| 5Y | -17.5% | +6.7% | -24.2% | -22.3% |
| All | -17.5% | +6.4% | -23.8% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling