-1.1%
IP vs DAR
+55.8%
-56.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -4.2% |
| 7D | -5.0% | -8.1% | +3.1% | -5.7% |
| 30D | +6.5% | -17.1% | +23.7% | +4.6% |
| 3M | -18.0% | -12.3% | -5.8% | -19.4% |
| 6M | +10.3% | -21.8% | +32.1% | +9.6% |
| YTD | -9.9% | +40.8% | -50.7% | -27.5% |
| 1Y | -1.1% | +57.4% | -58.4% | -24.9% |
| All | -1.1% | +55.8% | -56.9% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling