+784.1%
DE vs IP
+22.3%
+761.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +2.3% | -2.8% | +5.0% | +3.4% |
| 30D | +9.3% | +9.2% | +0.1% | +5.3% |
| 3M | +12.2% | -16.1% | +28.3% | +19.8% |
| 6M | +18.1% | +9.6% | +8.5% | +11.8% |
| YTD | +49.8% | -8.8% | +58.5% | +50.6% |
| 1Y | +46.4% | -5.5% | +51.9% | +44.5% |
| 3Y | +92.5% | +19.6% | +72.9% | +56.0% |
| 5Y | +107.4% | -13.5% | +120.8% | +95.6% |
| 10Y | +784.1% | +22.4% | +761.6% | +586.3% |
| All | +784.1% | +22.3% | +761.8% | +586.3% |
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