-12.3%
IP vs DD
+59.7%
-72.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | -2.0% |
| 7D | -5.0% | +3.1% | -8.1% | -6.9% |
| 30D | +6.5% | +8.7% | -2.2% | +1.5% |
| 3M | -18.0% | -1.2% | -16.8% | -17.9% |
| 6M | +10.3% | -1.1% | +11.4% | +10.3% |
| YTD | -9.9% | +21.7% | -31.6% | -19.1% |
| 1Y | -1.1% | +24.0% | -25.1% | -12.0% |
| 3Y | +13.0% | +75.6% | -62.6% | -19.1% |
| 5Y | -12.3% | +58.2% | -70.4% | -37.2% |
| All | -12.3% | +59.7% | -72.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling