-2.8%
IP vs DD
+33.0%
-35.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | 0.0% | +2.2% | -2.2% | -1.3% |
| 30D | +9.4% | +20.7% | -11.3% | -3.5% |
| 3M | -14.1% | +11.3% | -25.4% | -19.9% |
| 6M | +9.2% | +6.0% | +3.2% | +4.6% |
| YTD | -7.5% | +31.7% | -39.2% | -25.8% |
| 1Y | -2.8% | +32.2% | -35.0% | -22.5% |
| All | -2.8% | +33.0% | -35.8% | -22.5% |
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 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