-4.2%
IP vs D
+17.0%
-21.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | 0.0% | +2.4% | -2.4% | -0.6% |
| 30D | +9.4% | +10.9% | -1.5% | +6.7% |
| 3M | -14.1% | +2.8% | -16.9% | -14.6% |
| 6M | +9.2% | +12.7% | -3.5% | +7.1% |
| YTD | -7.5% | +20.3% | -27.9% | -11.1% |
| All | -4.2% | +17.0% | -21.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling