+205.6%
IP vs DG
+606.1%
-400.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -5.3% | +8.4% | -13.7% | -7.1% |
| 30D | -10.9% | +4.9% | -15.8% | -12.0% |
| 3M | +11.2% | +29.3% | -18.2% | +4.5% |
| 6M | -10.2% | -11.3% | +1.0% | -8.3% |
| YTD | -2.0% | +1.8% | -3.7% | -2.9% |
| 1Y | -19.1% | +25.3% | -44.4% | -23.9% |
| 3Y | +20.9% | +9.1% | +11.8% | +12.6% |
| 5Y | -17.8% | -34.9% | +17.1% | -13.5% |
| 10Y | +23.5% | +108.2% | -84.6% | -7.7% |
| All | +205.6% | +606.1% | -400.5% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling