+77.6%
SO vs IP
-12.5%
+90.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | +0.4% | -5.0% | +5.3% | +0.8% |
| 30D | +9.2% | +6.5% | +2.7% | +8.6% |
| 3M | +1.1% | -18.0% | +19.1% | +2.8% |
| 6M | -1.1% | +10.3% | -11.4% | -2.4% |
| YTD | +9.7% | -9.9% | +19.6% | +9.9% |
| 1Y | +5.5% | -1.1% | +6.5% | +4.4% |
| 3Y | +47.0% | +13.0% | +34.0% | +33.9% |
| 5Y | +77.6% | -12.3% | +89.8% | +71.1% |
| All | +77.6% | -12.5% | +90.0% | +71.1% |
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