+2.3%
IP vs DD
+49.3%
-47.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.5% |
| 7D | +3.4% | +8.7% | -5.3% | -2.2% |
| 30D | +11.2% | +15.3% | -4.1% | +1.1% |
| 3M | -14.8% | +5.9% | -20.7% | -18.1% |
| 6M | +17.3% | +11.6% | +5.7% | +8.4% |
| YTD | -6.2% | +26.5% | -32.7% | -20.3% |
| 1Y | +2.3% | +35.4% | -33.1% | -16.7% |
| All | +2.3% | +49.3% | -47.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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