+22.9%
IP vs D
+35.0%
-12.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.8% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -10.9% | -3.6% | -7.3% | -9.4% |
| 3M | +11.2% | -1.0% | +12.2% | +11.6% |
| 6M | -10.2% | +6.3% | -16.5% | -13.2% |
| YTD | -2.0% | +14.7% | -16.7% | -8.5% |
| 1Y | -19.1% | +16.9% | -36.0% | -25.4% |
| 3Y | +20.9% | +56.8% | -35.9% | -5.2% |
| 5Y | -17.8% | +5.2% | -23.0% | -22.3% |
| All | +22.9% | +35.0% | -12.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling