+13.8%
IP vs DG
+23.1%
-9.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.6% |
| 7D | -5.0% | +6.1% | -11.0% | -5.7% |
| 30D | +6.5% | +11.9% | -5.4% | +5.0% |
| 3M | -18.0% | +9.3% | -27.3% | -19.1% |
| 6M | +10.3% | +19.1% | -8.8% | +7.6% |
| YTD | -9.9% | +5.9% | -15.8% | -10.9% |
| 1Y | -1.1% | +39.8% | -40.9% | -4.0% |
| All | +13.8% | +23.1% | -9.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling