+755.0%
SW vs IP
+224.4%
+530.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | -5.1% | -5.3% | +0.2% | -4.2% |
| 30D | -4.6% | -10.9% | +6.3% | -2.7% |
| 3M | +9.4% | +11.2% | -1.8% | +7.9% |
| 6M | +3.5% | -10.2% | +13.7% | +5.3% |
| YTD | +22.0% | -2.0% | +24.0% | +22.9% |
| 1Y | +2.2% | -19.1% | +21.3% | +5.4% |
| 3Y | +19.6% | +20.9% | -1.3% | +20.0% |
| 5Y | -2.3% | -17.8% | +15.5% | -0.2% |
| 10Y | +181.4% | +23.5% | +157.8% | +175.8% |
| All | +755.0% | +224.4% | +530.6% | +708.2% |
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