+26.5%
IP vs DD
+87.9%
-61.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -5.1% | +4.6% | -9.7% | -7.9% |
| 30D | +8.5% | +11.8% | -3.3% | +1.4% |
| 3M | -13.8% | +2.2% | -16.0% | -15.3% |
| 6M | +5.7% | -1.6% | +7.4% | +6.0% |
| YTD | -9.1% | +23.0% | -32.1% | -19.8% |
| 1Y | -0.8% | +26.9% | -27.8% | -13.9% |
| 3Y | +14.8% | +77.9% | -63.1% | -20.8% |
| 5Y | -11.5% | +59.9% | -71.4% | -36.6% |
| All | +26.5% | +87.9% | -61.4% | -24.9% |
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