-12.3%
IP vs SUI
-25.7%
+13.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.6% | -4.2% |
| 7D | -5.0% | +8.8% | -13.7% | -7.5% |
| 30D | +6.5% | +8.9% | -2.4% | +3.5% |
| 3M | -18.0% | +2.0% | -20.1% | -18.7% |
| 6M | +10.3% | -0.6% | +11.0% | +10.1% |
| YTD | -9.9% | +1.3% | -11.2% | -10.6% |
| 1Y | -1.1% | +1.3% | -2.3% | -1.7% |
| 3Y | +13.0% | +16.3% | -3.3% | +4.6% |
| 5Y | -12.3% | -25.1% | +12.8% | -5.1% |
| All | -12.3% | -25.7% | +13.4% | -5.1% |
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