+88.3%
DT vs IP
+13.0%
+75.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -30.4% | +6.7% | -37.1% | -31.4% |
| 3M | -9.4% | -16.6% | +7.2% | -5.6% |
| 6M | +14.5% | +6.0% | +8.5% | +11.8% |
| YTD | +3.6% | -10.7% | +14.3% | +4.2% |
| 1Y | -3.4% | -6.7% | +3.2% | -4.2% |
| 3Y | -11.1% | +17.1% | -28.2% | -21.0% |
| 5Y | -39.5% | -14.6% | -24.9% | -41.2% |
| All | +88.3% | +13.0% | +75.3% | +56.8% |
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 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