+56.5%
SMR vs IP
+21.5%
+34.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | +4.4% | -5.3% | +9.7% | +5.4% |
| 30D | +3.4% | -10.9% | +14.3% | +5.6% |
| 3M | -19.2% | +11.2% | -30.3% | -21.0% |
| 6M | -22.6% | -10.2% | -12.4% | -21.8% |
| YTD | -31.5% | -2.0% | -29.6% | -31.6% |
| 1Y | -73.1% | -19.1% | -54.0% | -72.5% |
| All | +56.5% | +21.5% | +34.9% | +74.8% |
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