+26.5%
IP vs DG
+122.0%
-95.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.5% |
| 7D | -5.1% | +1.1% | -6.2% | -5.3% |
| 30D | +8.5% | +9.5% | -1.0% | +6.2% |
| 3M | -13.8% | +5.5% | -19.3% | -15.1% |
| 6M | +5.7% | +16.1% | -10.4% | +1.8% |
| YTD | -9.1% | +2.7% | -11.8% | -10.2% |
| 1Y | -0.8% | +42.1% | -42.9% | -8.8% |
| 3Y | +14.8% | +19.3% | -4.5% | +5.0% |
| 5Y | -11.5% | -35.3% | +23.8% | -4.6% |
| All | +26.5% | +122.0% | -95.5% | -8.8% |
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