-42.7%
DT vs IP
-12.5%
-30.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.0% | -2.6% | -5.8% |
| 7D | -28.3% | -5.0% | -23.4% | -27.5% |
| 30D | -28.4% | +6.5% | -35.0% | -29.2% |
| 3M | -14.1% | -18.0% | +4.0% | -10.8% |
| 6M | +13.2% | +10.3% | +2.8% | +10.0% |
| YTD | +0.8% | -9.9% | +10.7% | +1.4% |
| 1Y | -7.8% | -1.1% | -6.7% | -9.6% |
| 3Y | -8.3% | +13.0% | -21.3% | -17.5% |
| 5Y | -42.7% | -12.3% | -30.5% | -45.5% |
| All | -42.7% | -12.5% | -30.3% | -45.5% |
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 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