-53.7%
SMR vs IP
-1.9%
-51.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -3.7% |
| 7D | -8.3% | -0.3% | -8.0% | -8.1% |
| 30D | -20.1% | +7.9% | -28.0% | -21.4% |
| 3M | -52.7% | -15.3% | -37.4% | -50.8% |
| 6M | -61.0% | +10.5% | -71.5% | -62.0% |
| YTD | -67.1% | -9.4% | -57.7% | -66.6% |
| 1Y | -79.9% | -4.6% | -75.2% | -79.8% |
| 3Y | +101.7% | +21.2% | +80.5% | +90.0% |
| All | -53.7% | -1.9% | -51.8% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling