+26.5%
IP vs DAR
+268.8%
-242.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | -5.1% | -9.9% | +4.9% | -2.1% |
| 30D | +8.5% | -16.4% | +24.9% | +14.1% |
| 3M | -13.8% | -17.1% | +3.2% | -9.8% |
| 6M | +5.7% | -20.5% | +26.2% | +11.5% |
| YTD | -9.1% | +39.4% | -48.5% | -20.9% |
| 1Y | -0.8% | +57.2% | -58.1% | -17.2% |
| 3Y | +14.8% | +13.9% | +0.9% | +1.2% |
| 5Y | -11.5% | -40.8% | +29.3% | -5.4% |
| All | +26.5% | +268.8% | -242.3% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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