+21.2%
IP vs DG
+21.7%
-0.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +7.9% | +3.2% | +4.7% | +7.5% |
| 3M | -15.3% | +10.4% | -25.7% | -16.4% |
| 6M | +10.5% | +33.2% | -22.7% | +6.8% |
| YTD | -9.4% | +3.0% | -12.4% | -10.1% |
| 1Y | -4.6% | +31.2% | -35.8% | -6.8% |
| 3Y | +21.2% | +21.8% | -0.6% | +11.5% |
| All | +21.2% | +21.7% | -0.5% | +11.5% |
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