-16.1%
IP vs DG
-35.0%
+18.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | -5.3% | +8.4% | -13.7% | -6.4% |
| 30D | -10.9% | +4.9% | -15.8% | -11.5% |
| 3M | +11.2% | +29.3% | -18.2% | +7.1% |
| 6M | -10.2% | -11.3% | +1.0% | -9.4% |
| YTD | -2.0% | +1.8% | -3.7% | -2.5% |
| 1Y | -19.1% | +25.3% | -44.4% | -21.6% |
| 3Y | +20.9% | +9.1% | +11.8% | +17.7% |
| All | -16.1% | -35.0% | +18.9% | -11.0% |
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