-0.1%
SW vs IP
-10.3%
+10.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.2% |
| 7D | +12.1% | +3.4% | +8.7% | +9.9% |
| 30D | +6.6% | +11.2% | -4.7% | -0.2% |
| 3M | -6.0% | -14.8% | +8.8% | +3.0% |
| 6M | +21.5% | +17.3% | +4.2% | +11.7% |
| YTD | +20.3% | -6.2% | +26.5% | +24.8% |
| 1Y | +28.1% | +2.3% | +25.8% | +27.4% |
| 3Y | +51.6% | +17.7% | +33.9% | +53.5% |
| 5Y | -0.1% | -8.4% | +8.3% | -0.1% |
| All | -0.1% | -10.3% | +10.2% | -0.1% |
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