-4.9%
DOW vs IP
+11.0%
-15.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.3% |
| 7D | -9.5% | -5.1% | -4.5% | -7.1% |
| 30D | +13.1% | +8.5% | +4.6% | +7.9% |
| 3M | +4.8% | -13.8% | +18.7% | +12.2% |
| 6M | -16.7% | +5.7% | -22.4% | -23.3% |
| YTD | +38.9% | -9.1% | +48.0% | +34.6% |
| 1Y | +48.3% | -0.8% | +49.1% | +35.3% |
| 3Y | -24.4% | +14.8% | -39.1% | -43.4% |
| 5Y | -29.2% | -11.5% | -17.7% | -36.8% |
| All | -4.9% | +11.0% | -15.8% | -36.0% |
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