+26.8%
IP vs DGX
+284.1%
-257.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.2% |
| 7D | -3.0% | +3.5% | -6.6% | -4.4% |
| 30D | +10.6% | +12.4% | -1.8% | +5.5% |
| 3M | -13.6% | +9.3% | -22.9% | -16.8% |
| 6M | +10.4% | +39.7% | -29.2% | -4.1% |
| YTD | -6.5% | +52.2% | -58.6% | -22.2% |
| 1Y | -2.1% | +47.1% | -49.2% | -17.4% |
| 3Y | +22.0% | +108.8% | -86.8% | -13.4% |
| 5Y | -9.7% | +101.4% | -111.1% | -36.1% |
| 10Y | +26.8% | +293.1% | -266.3% | -38.2% |
| All | +26.8% | +284.1% | -257.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling