+208.9%
IP vs DAR
+1,762.6%
-1,553.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.3% |
| 7D | -5.3% | +1.4% | -6.6% | -5.4% |
| 30D | -10.9% | +12.8% | -23.6% | -11.9% |
| 3M | +11.2% | +7.4% | +3.8% | +10.2% |
| 6M | -10.2% | +22.3% | -32.5% | -12.2% |
| YTD | -2.0% | +81.1% | -83.1% | -7.4% |
| 1Y | -19.1% | +106.5% | -125.6% | -24.5% |
| 3Y | +20.9% | +5.3% | +15.6% | +18.2% |
| 5Y | -17.8% | -11.5% | -6.3% | -19.1% |
| 10Y | +23.5% | +353.3% | -329.8% | +6.9% |
| All | +208.9% | +1,762.6% | -1,553.7% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling