-3.1%
DOW vs IP
+10.0%
-13.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.1% |
| 7D | -4.9% | -5.0% | +0.1% | -2.4% |
| 30D | +13.6% | +6.5% | +7.0% | +9.4% |
| 3M | +9.0% | -18.0% | +27.1% | +19.7% |
| 6M | -19.9% | +10.3% | -30.2% | -28.4% |
| YTD | +41.4% | -9.9% | +51.3% | +37.7% |
| 1Y | +47.4% | -1.1% | +48.4% | +34.5% |
| 3Y | -23.6% | +13.0% | -36.6% | -42.2% |
| 5Y | -27.9% | -12.3% | -15.6% | -35.4% |
| All | -3.1% | +10.0% | -13.2% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling