+22.9%
IP vs STT
+267.1%
-244.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.3% | +0.5% | -5.7% | -5.5% |
| 30D | -10.9% | +3.9% | -14.7% | -12.7% |
| 3M | +11.2% | +20.0% | -8.8% | +0.8% |
| 6M | -10.2% | +55.3% | -65.5% | -28.9% |
| YTD | -2.0% | +53.3% | -55.3% | -22.3% |
| 1Y | -19.1% | +74.7% | -93.8% | -40.2% |
| 3Y | +20.9% | +205.8% | -185.0% | -33.8% |
| 5Y | -17.8% | +145.0% | -162.8% | -51.9% |
| All | +22.9% | +267.1% | -244.2% | -46.6% |
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