+18.5%
IP vs D
+82.5%
-64.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +0.1% |
| 7D | +3.4% | +8.5% | -5.1% | +0.7% |
| 30D | +11.2% | +14.3% | -3.1% | +6.4% |
| 3M | -14.8% | +1.8% | -16.6% | -15.3% |
| 6M | +17.3% | +13.0% | +4.2% | +12.5% |
| YTD | -6.2% | +22.7% | -28.9% | -12.7% |
| 1Y | +2.3% | +22.6% | -20.3% | -4.8% |
| All | +18.5% | +82.5% | -64.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling