+3,551.7%
DLR vs IP
+128.9%
+3,422.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.0% |
| 7D | +2.8% | +3.4% | -0.6% | +1.5% |
| 30D | +2.8% | +11.2% | -8.4% | -1.2% |
| 3M | -4.0% | -14.8% | +10.8% | +1.0% |
| 6M | -5.6% | +17.3% | -22.9% | -11.9% |
| YTD | +21.9% | -6.2% | +28.1% | +21.3% |
| 1Y | +13.0% | +2.3% | +10.7% | +8.6% |
| 3Y | +52.2% | +17.7% | +34.6% | +31.1% |
| 5Y | +40.3% | -8.4% | +48.8% | +30.9% |
| 10Y | +186.1% | +32.1% | +154.0% | +108.9% |
| All | +3,551.7% | +128.9% | +3,422.7% | +1,512.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling