-8.4%
IP vs SUI
-26.1%
+17.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.6% | -0.1% |
| 7D | +3.4% | +10.0% | -6.6% | +0.3% |
| 30D | +11.2% | +8.4% | +2.8% | +8.2% |
| 3M | -14.8% | +0.7% | -15.4% | -15.1% |
| 6M | +17.3% | -0.9% | +18.2% | +17.2% |
| YTD | -6.2% | +0.6% | -6.8% | -6.7% |
| 1Y | +2.3% | +0.8% | +1.6% | +1.8% |
| 3Y | +17.7% | +15.5% | +2.2% | +9.1% |
| 5Y | -8.4% | -25.9% | +17.4% | -0.6% |
| All | -8.4% | -26.1% | +17.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling