+22.4%
IP vs DD
+99.0%
-76.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -2.8% | +3.2% | -6.0% | -4.5% |
| 30D | +9.2% | +20.3% | -11.1% | -2.0% |
| 3M | -16.1% | +8.2% | -24.3% | -20.2% |
| 6M | +9.6% | +3.4% | +6.2% | +6.9% |
| YTD | -8.8% | +30.6% | -39.4% | -22.2% |
| 1Y | -5.5% | +30.6% | -36.2% | -19.4% |
| 3Y | +19.6% | +91.1% | -71.5% | -20.7% |
| 5Y | -13.5% | +68.6% | -82.0% | -39.8% |
| 10Y | +22.4% | +99.9% | -77.5% | -29.0% |
| All | +22.4% | +99.0% | -76.6% | -29.0% |
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