-4.6%
IP vs DG
+31.9%
-36.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +7.9% | +3.2% | +4.7% | +6.8% |
| 3M | -15.3% | +10.4% | -25.7% | -17.9% |
| 6M | +10.5% | +33.2% | -22.7% | +1.2% |
| YTD | -9.4% | +3.0% | -12.4% | -9.3% |
| 1Y | -4.6% | +31.2% | -35.8% | -6.2% |
| All | -4.6% | +31.9% | -36.5% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling