-91.2%
SNDQ vs IP
+4.2%
-95.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.3% | +7.3% |
| 7D | -31.8% | -0.9% | -30.9% | -32.0% |
| 30D | +69.3% | +6.7% | +62.6% | +73.7% |
| 3M | +1.1% | -16.6% | +17.7% | -3.3% |
| 6M | -72.4% | +6.0% | -78.4% | -69.8% |
| All | -91.2% | +4.2% | -95.3% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling