-0.8%
IP vs DG
+34.9%
-35.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.8% |
| 7D | -5.1% | +1.1% | -6.2% | -5.4% |
| 30D | +8.5% | +9.5% | -1.0% | +5.5% |
| 3M | -13.8% | +5.5% | -19.3% | -15.4% |
| 6M | +5.7% | +16.1% | -10.4% | 0.0% |
| YTD | -9.1% | +2.7% | -11.8% | -9.0% |
| 1Y | -0.8% | +42.1% | -42.9% | -4.1% |
| All | -0.8% | +34.9% | -35.7% | -4.1% |
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