-18.8%
IP vs SUNB
+13.3%
-32.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.4% |
| 7D | -0.9% | +7.1% | -8.0% | -2.9% |
| 30D | +6.7% | +5.4% | +1.3% | +5.0% |
| 3M | -16.6% | +1.7% | -18.3% | -17.1% |
| 6M | +6.0% | +14.1% | -8.1% | +0.5% |
| All | -18.8% | +13.3% | -32.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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