+223.9%
SU vs IP
+24.7%
+199.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -10.2% | 0.0% | -10.2% | -10.3% |
| 30D | -6.2% | +9.4% | -15.6% | -9.4% |
| 3M | +8.7% | -14.1% | +22.7% | +13.8% |
| 6M | +7.2% | +9.2% | -1.9% | +0.7% |
| YTD | +55.9% | -7.5% | +63.5% | +52.3% |
| 1Y | +60.4% | -2.8% | +63.2% | +52.7% |
| 3Y | +125.2% | +21.2% | +103.9% | +76.1% |
| 5Y | +216.7% | -11.5% | +228.2% | +185.9% |
| 10Y | +223.9% | +23.7% | +200.2% | +131.7% |
| All | +223.9% | +24.7% | +199.1% | +131.7% |
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