-2.3%
SW vs IP
-17.2%
+14.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | 0.0% |
| 7D | -5.1% | -5.3% | +0.2% | -2.1% |
| 30D | -4.6% | -10.9% | +6.3% | +2.0% |
| 3M | +9.4% | +11.2% | -1.8% | +3.6% |
| 6M | +3.5% | -10.2% | +13.7% | +9.3% |
| YTD | +22.0% | -2.0% | +24.0% | +23.7% |
| 1Y | +2.2% | -19.1% | +21.3% | +13.4% |
| 3Y | +19.6% | +20.9% | -1.3% | +19.1% |
| All | -2.3% | -17.2% | +14.9% | -0.9% |
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 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