+21.2%
IP vs DGX
+241.2%
-220.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -11.2% | -1.2% | -10.0% | -10.8% |
| 3M | +12.3% | +19.9% | -7.6% | +4.1% |
| 6M | -5.2% | +19.2% | -24.5% | -12.3% |
| YTD | -4.0% | +37.5% | -41.4% | -16.5% |
| 1Y | -19.2% | +31.3% | -50.5% | -28.5% |
| 3Y | +20.3% | +96.6% | -76.3% | -12.5% |
| 5Y | -17.5% | +64.3% | -81.7% | -36.0% |
| 10Y | +21.2% | +241.1% | -220.0% | -36.4% |
| All | +21.2% | +241.2% | -220.1% | -36.4% |
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