+124.2%
IP vs SNY
+253.7%
-129.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -5.3% | -1.3% | -4.0% | -4.7% |
| 30D | -10.9% | +3.4% | -14.3% | -12.2% |
| 3M | +11.2% | -0.3% | +11.5% | +11.2% |
| 6M | -10.2% | +1.0% | -11.3% | -10.9% |
| YTD | -2.0% | -3.6% | +1.7% | -0.7% |
| 1Y | -19.1% | +3.0% | -22.1% | -20.8% |
| 3Y | +20.9% | -4.3% | +25.2% | +17.3% |
| 5Y | -17.8% | +5.2% | -23.0% | -26.1% |
| 10Y | +23.5% | +70.2% | -46.7% | -16.6% |
| All | +124.2% | +253.7% | -129.5% | -5.3% |
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 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