-16.1%
IP vs D
+5.6%
-21.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | +1.5% | -6.7% | -5.8% |
| 30D | -10.9% | -2.6% | -8.3% | -10.0% |
| 3M | +11.2% | 0.0% | +11.2% | +11.2% |
| 6M | -10.2% | +7.4% | -17.6% | -12.8% |
| YTD | -2.0% | +15.9% | -17.9% | -7.4% |
| 1Y | -19.1% | +18.1% | -37.2% | -24.3% |
| 3Y | +20.9% | +58.4% | -37.5% | -0.3% |
| All | -16.1% | +5.6% | -21.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2021-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling