-12.3%
IP vs DAR
-40.1%
+27.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.3% |
| 7D | -5.0% | -8.1% | +3.1% | -3.4% |
| 30D | +6.5% | -17.1% | +23.7% | +10.4% |
| 3M | -18.0% | -12.3% | -5.8% | -16.5% |
| 6M | +10.3% | -21.8% | +32.1% | +14.8% |
| YTD | -9.9% | +40.8% | -50.7% | -19.4% |
| 1Y | -1.1% | +57.4% | -58.4% | -14.1% |
| 3Y | +13.0% | +12.1% | +0.9% | +2.6% |
| 5Y | -12.3% | -40.2% | +27.9% | -5.1% |
| All | -12.3% | -40.1% | +27.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling