-12.3%
IP vs D
+14.9%
-27.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -5.0% | +6.9% | -11.9% | -7.2% |
| 30D | +6.5% | +12.3% | -5.8% | +2.1% |
| 3M | -18.0% | +3.0% | -21.1% | -19.0% |
| 6M | +10.3% | +12.8% | -2.5% | +5.4% |
| YTD | -9.9% | +22.6% | -32.4% | -16.7% |
| 1Y | -1.1% | +21.7% | -22.7% | -8.4% |
| 3Y | +13.0% | +83.9% | -70.9% | -12.3% |
| 5Y | -12.3% | +14.0% | -26.2% | -16.0% |
| All | -12.3% | +14.9% | -27.2% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling