-12.3%
IP vs DG
-33.8%
+21.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.6% |
| 7D | -5.0% | +6.1% | -11.0% | -5.8% |
| 30D | +6.5% | +11.9% | -5.4% | +4.7% |
| 3M | -18.0% | +9.3% | -27.3% | -19.2% |
| 6M | +10.3% | +19.1% | -8.8% | +7.2% |
| YTD | -9.9% | +5.9% | -15.8% | -11.0% |
| 1Y | -1.1% | +39.8% | -40.9% | -5.4% |
| 3Y | +13.0% | +23.4% | -10.4% | +7.6% |
| 5Y | -12.3% | -33.3% | +21.0% | -7.1% |
| All | -12.3% | -33.8% | +21.5% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling