-24.0%
IP vs SOLS
+27.7%
-51.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.8% |
| 7D | -2.8% | +16.4% | -19.2% | -4.7% |
| 30D | +9.2% | +10.6% | -1.4% | +7.4% |
| 3M | -16.1% | +10.0% | -26.2% | -17.5% |
| 6M | +9.6% | -21.2% | +30.8% | +13.2% |
| YTD | -8.8% | +38.7% | -47.4% | -12.8% |
| 1Y | -5.5% | +46.1% | -51.6% | -10.5% |
| All | -24.0% | +27.7% | -51.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 3y: compounded portfolio wealth divided by compounded SOLS 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…
3y analysis · Full analysis span regression · 6 months rolling