-1.4%
DOW vs IP
+11.4%
-12.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.1% |
| 7D | -0.5% | -2.8% | +2.3% | +0.9% |
| 30D | +15.7% | +9.2% | +6.5% | +9.9% |
| 3M | +5.3% | -16.1% | +21.4% | +14.3% |
| 6M | -14.2% | +9.6% | -23.8% | -22.7% |
| YTD | +43.9% | -8.8% | +52.7% | +39.0% |
| 1Y | +53.1% | -5.5% | +58.6% | +44.3% |
| 3Y | -21.8% | +19.6% | -41.4% | -43.3% |
| 5Y | -28.3% | -13.5% | -14.9% | -34.8% |
| All | -1.4% | +11.4% | -12.8% | -33.9% |
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