-60.5%
SPCH vs IP
-3.1%
-57.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.9% | +9.1% | +11.8% |
| 7D | +6.2% | -3.0% | +9.2% | +5.6% |
| 30D | -28.1% | +10.6% | -38.7% | -28.0% |
| 3M | -0.5% | -13.6% | +13.1% | -0.2% |
| All | -60.5% | -3.1% | -57.4% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling