+793.2%
DE vs IP
+31.6%
+761.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.7% |
| 7D | +3.5% | -3.0% | +6.6% | +4.8% |
| 30D | +11.3% | +10.6% | +0.7% | +6.6% |
| 3M | +11.6% | -13.6% | +25.2% | +17.8% |
| 6M | +20.9% | +10.4% | +10.4% | +14.1% |
| YTD | +49.7% | -6.5% | +56.1% | +49.0% |
| 1Y | +49.5% | -2.1% | +51.6% | +45.4% |
| 3Y | +94.7% | +22.0% | +72.7% | +56.6% |
| 5Y | +107.4% | -9.7% | +117.1% | +91.7% |
| 10Y | +793.2% | +26.8% | +766.4% | +600.9% |
| All | +793.2% | +31.6% | +761.5% | +600.9% |
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 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