-28.0%
DIS vs IP
-10.3%
-17.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.7% |
| 7D | +9.1% | +3.4% | +5.7% | +8.0% |
| 30D | +14.8% | +11.2% | +3.6% | +11.1% |
| 3M | +21.2% | -14.8% | +35.9% | +26.6% |
| 6M | +18.3% | +17.3% | +1.0% | +11.1% |
| YTD | +5.4% | -6.2% | +11.5% | +4.8% |
| 1Y | +8.3% | +2.3% | +5.9% | +4.3% |
| 3Y | +44.2% | +17.7% | +26.6% | +23.4% |
| 5Y | -28.0% | -8.4% | -19.5% | -31.5% |
| All | -28.0% | -10.3% | -17.6% | -31.5% |
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