+26.8%
IP vs DG
+128.5%
-101.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.4% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | +10.6% | +7.4% | +3.2% | +8.8% |
| 3M | -13.6% | +8.5% | -22.1% | -15.4% |
| 6M | +10.4% | +21.9% | -11.4% | +5.2% |
| YTD | -6.5% | +4.9% | -11.4% | -8.1% |
| 1Y | -2.1% | +40.4% | -42.5% | -9.8% |
| 3Y | +22.0% | +23.5% | -1.5% | +10.7% |
| 5Y | -9.7% | -32.3% | +22.6% | -4.0% |
| 10Y | +26.8% | +119.3% | -92.5% | -8.5% |
| All | +26.8% | +128.5% | -101.7% | -8.5% |
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