-81.4%
SMR vs IP
-7.8%
-73.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.8% | -7.0% |
| 7D | +10.3% | -0.9% | +11.2% | +10.9% |
| 30D | -25.7% | +6.7% | -32.4% | -27.1% |
| 3M | -49.7% | -16.6% | -33.2% | -47.0% |
| 6M | -59.8% | +6.0% | -65.8% | -60.9% |
| YTD | -66.0% | -10.7% | -55.3% | -65.0% |
| 1Y | -81.4% | -6.7% | -74.8% | -81.1% |
| All | -81.4% | -7.8% | -73.6% | -81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling