+22.9%
IP vs DG
+109.0%
-86.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -5.3% | +8.4% | -13.7% | -7.0% |
| 30D | -10.9% | +4.9% | -15.8% | -11.9% |
| 3M | +11.2% | +29.3% | -18.2% | +4.8% |
| 6M | -10.2% | -11.3% | +1.0% | -8.4% |
| YTD | -2.0% | +1.8% | -3.7% | -2.8% |
| 1Y | -19.1% | +25.3% | -44.4% | -23.6% |
| 3Y | +20.9% | +9.1% | +11.8% | +13.4% |
| 5Y | -17.8% | -34.9% | +17.1% | -11.7% |
| All | +22.9% | +109.0% | -86.1% | -14.4% |
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