+26.5%
IP vs STT
+204.5%
-178.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -5.1% | -2.5% | -2.6% | -3.8% |
| 30D | +8.5% | -5.0% | +13.5% | +11.3% |
| 3M | -13.8% | -10.5% | -3.4% | -9.0% |
| 6M | +5.7% | +10.0% | -4.3% | +0.1% |
| YTD | -9.1% | +30.7% | -39.8% | -21.9% |
| 1Y | -0.8% | +43.8% | -44.6% | -18.9% |
| 3Y | +14.8% | +168.1% | -153.3% | -32.8% |
| 5Y | -11.5% | +101.4% | -112.9% | -42.7% |
| All | +26.5% | +204.5% | -178.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling