-29.5%
DOW vs IP
-12.0%
-17.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.1% |
| 7D | -9.5% | -5.1% | -4.5% | -8.1% |
| 30D | +13.1% | +8.5% | +4.6% | +9.9% |
| 3M | +4.8% | -13.8% | +18.7% | +9.4% |
| 6M | -16.7% | +5.7% | -22.4% | -20.9% |
| YTD | +38.9% | -9.1% | +48.0% | +37.4% |
| 1Y | +48.3% | -0.8% | +49.1% | +40.3% |
| 3Y | -24.4% | +14.8% | -39.1% | -36.6% |
| All | -29.5% | -12.0% | -17.5% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling