+108.6%
IP vs SNY
+287.2%
-178.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -2.8% | +2.0% | -4.8% | -3.7% |
| 30D | +9.2% | +21.9% | -12.7% | -0.5% |
| 3M | -16.1% | +11.2% | -27.3% | -20.2% |
| 6M | +9.6% | +14.0% | -4.4% | +2.9% |
| YTD | -8.8% | +5.5% | -14.3% | -11.5% |
| 1Y | -5.5% | -1.1% | -4.4% | -5.5% |
| 3Y | +19.6% | +21.2% | -1.6% | +5.4% |
| 5Y | -13.5% | +16.4% | -29.9% | -25.8% |
| 10Y | +22.4% | +77.9% | -55.5% | -18.6% |
| All | +108.6% | +287.2% | -178.5% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling