+22.4%
IP vs DG
+111.9%
-89.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -2.8% | -3.0% | +0.2% | -2.1% |
| 30D | +9.2% | +8.6% | +0.6% | +7.1% |
| 3M | -16.1% | +15.0% | -31.2% | -18.9% |
| 6M | +9.6% | +32.7% | -23.1% | +2.5% |
| YTD | -8.8% | +5.5% | -14.3% | -10.4% |
| 1Y | -5.5% | +34.6% | -40.1% | -12.1% |
| 3Y | +19.6% | +24.2% | -4.6% | +8.4% |
| 5Y | -13.5% | -32.3% | +18.8% | -7.9% |
| 10Y | +22.4% | +111.1% | -88.7% | -11.1% |
| All | +22.4% | +111.9% | -89.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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