+337.2%
IP vs STT
+6,570.9%
-6,233.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.6% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +11.2% | -1.7% | +12.9% | +11.9% |
| 3M | -14.8% | -6.4% | -8.4% | -12.7% |
| 6M | +17.3% | +17.7% | -0.4% | +9.6% |
| YTD | -6.2% | +36.9% | -43.1% | -17.8% |
| 1Y | +2.3% | +52.0% | -49.7% | -14.1% |
| 3Y | +17.7% | +178.6% | -160.9% | -22.7% |
| 5Y | -8.4% | +109.1% | -117.5% | -34.7% |
| 10Y | +32.1% | +226.1% | -194.0% | -23.6% |
| All | +337.2% | +6,570.9% | -6,233.7% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling