+117.6%
DT vs IP
+24.0%
+93.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -3.3% | -5.3% | +2.0% | -2.1% |
| 30D | +2.0% | -10.9% | +12.9% | +4.7% |
| 3M | +20.0% | +11.2% | +8.8% | +16.0% |
| 6M | +39.3% | -10.2% | +49.5% | +41.2% |
| YTD | +19.8% | -2.0% | +21.7% | +18.0% |
| 1Y | +4.3% | -19.1% | +23.4% | +7.8% |
| 3Y | +7.7% | +20.9% | -13.2% | -4.4% |
| 5Y | -26.8% | -17.8% | -9.0% | -27.7% |
| All | +117.6% | +24.0% | +93.6% | +77.5% |
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