+82.1%
DT vs IP
+15.0%
+67.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -24.7% | -5.1% | -19.6% | -23.6% |
| 30D | -27.4% | +8.5% | -35.9% | -28.7% |
| 3M | -11.1% | -13.8% | +2.7% | -8.1% |
| 6M | +13.7% | +5.7% | +7.9% | +11.0% |
| YTD | +0.2% | -9.1% | +9.4% | +0.5% |
| 1Y | -5.7% | -0.8% | -4.9% | -7.9% |
| 3Y | -8.1% | +14.8% | -22.9% | -17.7% |
| 5Y | -43.1% | -11.5% | -31.5% | -45.3% |
| All | +82.1% | +15.0% | +67.2% | +51.2% |
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