+342.0%
SU vs IP
-17.2%
+359.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +3.6% | -5.3% | +8.8% | +4.4% |
| 30D | +7.9% | -10.9% | +18.7% | +9.7% |
| 3M | +3.5% | +11.2% | -7.7% | +0.8% |
| 6M | +19.0% | -10.2% | +29.2% | +20.8% |
| YTD | +55.0% | -2.0% | +56.9% | +53.1% |
| 1Y | +71.2% | -19.1% | +90.3% | +77.2% |
| 3Y | +117.4% | +20.9% | +96.6% | +91.2% |
| All | +342.0% | -17.2% | +359.2% | +357.1% |
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