-49.5%
SMR vs IP
-1.6%
-47.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.8% | +15.4% | +16.0% |
| 7D | -9.6% | -5.1% | -4.5% | -8.3% |
| 30D | -33.8% | +8.5% | -42.3% | -35.0% |
| 3M | -46.4% | -13.8% | -32.5% | -44.5% |
| 6M | -62.4% | +5.7% | -68.2% | -63.0% |
| YTD | -64.1% | -9.1% | -55.0% | -63.6% |
| 1Y | -84.3% | -0.8% | -83.5% | -84.4% |
| 3Y | +55.8% | +14.8% | +41.0% | +50.0% |
| All | -49.5% | -1.6% | -47.9% | -49.9% |
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