+61,246.3%
SU vs IP
+364.8%
+60,881.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.7% |
| 7D | +3.6% | -5.3% | +8.8% | +5.8% |
| 30D | +7.9% | -10.9% | +18.7% | +13.0% |
| 3M | +3.5% | +11.2% | -7.7% | -3.5% |
| 6M | +19.0% | -10.2% | +29.2% | +18.9% |
| YTD | +55.0% | -2.0% | +56.9% | +47.4% |
| 1Y | +71.2% | -19.1% | +90.3% | +75.6% |
| 3Y | +117.4% | +20.9% | +96.6% | +74.4% |
| 5Y | +335.2% | -17.8% | +353.0% | +310.1% |
| 10Y | +248.7% | +23.5% | +225.2% | +160.7% |
| All | +61,246.3% | +364.8% | +60,881.4% | +7,704.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling