+865.7%
DE vs IP
+23.4%
+842.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | +10.0% | -5.3% | +15.3% | +12.3% |
| 30D | +13.3% | -10.9% | +24.2% | +18.4% |
| 3M | +17.5% | +11.2% | +6.3% | +11.3% |
| 6M | +13.6% | -10.2% | +23.8% | +16.4% |
| YTD | +49.8% | -2.0% | +51.8% | +46.8% |
| 1Y | +47.9% | -19.1% | +67.0% | +56.2% |
| 3Y | +72.5% | +20.9% | +51.7% | +40.7% |
| 5Y | +90.2% | -17.8% | +108.0% | +86.8% |
| All | +865.7% | +23.4% | +842.3% | +633.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling