+20.3%
SGOV vs IP
+40.2%
-20.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -5.9% | +6.0% | +0.1% |
| 30D | +0.3% | -17.0% | +17.3% | +0.3% |
| 3M | +0.9% | +8.9% | -8.0% | +0.9% |
| 6M | +1.8% | -10.0% | +11.8% | +1.8% |
| YTD | +2.5% | -9.8% | +12.3% | +2.5% |
| 1Y | +3.8% | -22.6% | +26.3% | +3.8% |
| 3Y | +14.4% | +13.1% | +1.3% | +14.4% |
| 5Y | +20.1% | -22.3% | +42.4% | +20.2% |
| All | +20.3% | +40.2% | -20.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling