+22.4%
IP vs D
+47.5%
-25.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -2.8% | -2.4% | -0.4% | -1.7% |
| 30D | +9.2% | +9.0% | +0.2% | +4.9% |
| 3M | -16.1% | +1.0% | -17.1% | -16.6% |
| 6M | +9.6% | +11.0% | -1.4% | +4.0% |
| YTD | -8.8% | +19.8% | -28.6% | -16.6% |
| 1Y | -5.5% | +16.0% | -21.5% | -12.5% |
| 3Y | +19.6% | +74.4% | -54.7% | -10.8% |
| 5Y | -13.5% | +13.5% | -27.0% | -21.1% |
| 10Y | +22.4% | +48.4% | -25.9% | +7.2% |
| All | +22.4% | +47.5% | -25.0% | +7.2% |
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