+17.6%
IP vs DD
+97.1%
-79.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | -0.3% | +5.0% | -5.2% | -3.0% |
| 30D | +7.9% | +19.7% | -11.8% | -2.9% |
| 3M | -15.3% | +7.2% | -22.5% | -19.0% |
| 6M | +10.5% | +1.0% | +9.5% | +9.2% |
| YTD | -9.4% | +29.1% | -38.5% | -22.2% |
| 1Y | -4.6% | +28.5% | -33.1% | -17.9% |
| 3Y | +21.2% | +89.4% | -68.2% | -19.3% |
| 5Y | -13.3% | +67.1% | -80.5% | -39.4% |
| All | +17.6% | +97.1% | -79.5% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling