-31.2%
DIS vs IP
-12.5%
-18.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.3% |
| 7D | +5.7% | -5.0% | +10.7% | +7.2% |
| 30D | +12.7% | +6.5% | +6.1% | +10.4% |
| 3M | +15.2% | -18.0% | +33.2% | +21.7% |
| 6M | +17.6% | +10.3% | +7.2% | +12.4% |
| YTD | +3.8% | -9.9% | +13.7% | +4.5% |
| 1Y | +6.8% | -1.1% | +7.8% | +3.9% |
| 3Y | +42.1% | +13.0% | +29.1% | +23.1% |
| 5Y | -31.2% | -12.3% | -18.9% | -33.5% |
| All | -31.2% | -12.5% | -18.7% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling