+34.2%
DIS vs IP
+26.3%
+7.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +5.2% | -5.1% | +10.3% | +7.1% |
| 30D | +11.5% | +8.5% | +2.9% | +8.1% |
| 3M | +11.5% | -13.8% | +25.4% | +17.0% |
| 6M | +8.9% | +5.7% | +3.1% | +4.9% |
| YTD | +3.4% | -9.1% | +12.5% | +3.7% |
| 1Y | +7.2% | -0.8% | +8.0% | +3.7% |
| 3Y | +43.3% | +14.8% | +28.5% | +23.5% |
| 5Y | -31.4% | -11.5% | -19.9% | -34.8% |
| All | +34.2% | +26.3% | +7.9% | +7.7% |
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