+25.4%
IP vs DG
+129.0%
-103.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.4% |
| 7D | -5.0% | +6.1% | -11.0% | -6.2% |
| 30D | +6.5% | +11.9% | -5.4% | +3.8% |
| 3M | -18.0% | +9.3% | -27.3% | -19.8% |
| 6M | +10.3% | +19.1% | -8.8% | +5.6% |
| YTD | -9.9% | +5.9% | -15.8% | -11.6% |
| 1Y | -1.1% | +39.8% | -40.9% | -8.8% |
| 3Y | +13.0% | +23.4% | -10.4% | +2.6% |
| 5Y | -12.3% | -33.3% | +21.0% | -6.0% |
| All | +25.4% | +129.0% | -103.6% | -10.2% |
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