+104.3%
IP vs SNY
+287.4%
-183.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -0.9% | +3.3% | -4.2% | -2.4% |
| 30D | +6.7% | +23.9% | -17.2% | -3.5% |
| 3M | -16.6% | +10.9% | -27.4% | -20.5% |
| 6M | +6.0% | +13.1% | -7.1% | -0.1% |
| YTD | -10.7% | +5.5% | -16.2% | -13.4% |
| 1Y | -6.7% | -1.5% | -5.2% | -6.5% |
| 3Y | +17.1% | +21.3% | -4.1% | +3.2% |
| 5Y | -14.6% | +18.3% | -32.8% | -27.3% |
| 10Y | +19.9% | +78.0% | -58.1% | -20.3% |
| All | +104.3% | +287.4% | -183.1% | -17.4% |
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