-35.4%
DOW vs IP
+21.5%
-56.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.5% |
| 7D | -2.4% | -5.3% | +2.9% | -1.2% |
| 30D | +0.4% | -10.9% | +11.2% | +2.9% |
| 3M | -14.4% | +11.2% | -25.6% | -18.2% |
| 6M | -7.0% | -10.2% | +3.3% | -4.7% |
| YTD | +30.2% | -2.0% | +32.2% | +28.1% |
| 1Y | +29.2% | -19.1% | +48.3% | +37.7% |
| All | -35.4% | +21.5% | -56.9% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling