+160.5%
DLR vs IP
+23.2%
+137.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +1.6% | -5.3% | +6.8% | +2.9% |
| 30D | -3.4% | -10.9% | +7.5% | -0.7% |
| 3M | +0.5% | +11.2% | -10.7% | -2.4% |
| 6M | +4.6% | -10.2% | +14.8% | +6.3% |
| YTD | +23.4% | -2.0% | +25.4% | +22.2% |
| 1Y | +19.0% | -19.1% | +38.1% | +23.2% |
| 3Y | +56.5% | +20.9% | +35.7% | +39.9% |
| 5Y | +33.3% | -17.8% | +51.1% | +30.9% |
| All | +160.5% | +23.2% | +137.3% | +97.3% |
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