+236.6%
IP vs SUI
+4,142.3%
-3,905.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.6% | -0.9% |
| 7D | +3.4% | +10.0% | -6.6% | -1.1% |
| 30D | +11.2% | +8.4% | +2.8% | +6.8% |
| 3M | -14.8% | +0.7% | -15.4% | -15.3% |
| 6M | +17.3% | -0.9% | +18.2% | +17.2% |
| YTD | -6.2% | +0.6% | -6.8% | -7.0% |
| 1Y | +2.3% | +0.8% | +1.6% | +1.4% |
| 3Y | +17.7% | +15.5% | +2.2% | +5.6% |
| 5Y | -8.4% | -25.9% | +17.4% | -0.6% |
| 10Y | +32.1% | +119.5% | -87.5% | -19.9% |
| All | +236.6% | +4,142.3% | -3,905.7% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling