+34.0%
SMR vs IP
+12.9%
+21.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -4.0% | -10.9% | -14.0% |
| 7D | -26.2% | -5.0% | -21.2% | -25.4% |
| 30D | -45.5% | +6.5% | -52.0% | -46.1% |
| 3M | -53.4% | -18.0% | -35.4% | -51.8% |
| 6M | -63.2% | +10.3% | -73.5% | -63.8% |
| YTD | -69.2% | -9.9% | -59.3% | -68.7% |
| 1Y | -88.5% | -1.1% | -87.4% | -88.4% |
| All | +34.0% | +12.9% | +21.1% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling