+356.7%
IP vs DD
+961.9%
-605.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -5.3% | -3.5% | -1.8% | -3.3% |
| 30D | -10.9% | -10.3% | -0.5% | -5.1% |
| 3M | +11.2% | -7.5% | +18.7% | +16.4% |
| 6M | -10.2% | -8.0% | -2.2% | -6.1% |
| YTD | -2.0% | +10.5% | -12.5% | -7.8% |
| 1Y | -19.1% | +38.3% | -57.4% | -33.6% |
| 3Y | +20.9% | +42.5% | -21.6% | -5.8% |
| 5Y | -17.8% | +60.2% | -78.0% | -41.5% |
| 10Y | +23.5% | +68.9% | -45.3% | -20.6% |
| All | +356.7% | +961.9% | -605.2% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling