+53.1%
DOW vs IP
-4.7%
+57.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.3% |
| 7D | -0.5% | -2.8% | +2.3% | -0.7% |
| 30D | +15.7% | +9.2% | +6.5% | +16.7% |
| 3M | +5.3% | -16.1% | +21.4% | +3.7% |
| 6M | -14.2% | +9.6% | -23.8% | -14.3% |
| YTD | +43.9% | -8.8% | +52.7% | +47.6% |
| 1Y | +53.1% | -5.5% | +58.6% | +52.8% |
| All | +53.1% | -4.7% | +57.8% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling