-12.4%
IP vs DGX
+100.2%
-112.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -5.1% | +1.5% | -6.6% | -5.5% |
| 30D | +8.5% | +12.6% | -4.1% | +4.4% |
| 3M | -13.8% | +7.6% | -21.4% | -16.0% |
| 6M | +5.7% | +36.2% | -30.5% | -4.8% |
| YTD | -9.1% | +49.8% | -58.9% | -21.2% |
| 1Y | -0.8% | +47.3% | -48.1% | -13.5% |
| 3Y | +14.8% | +102.1% | -87.3% | -12.9% |
| All | -12.4% | +100.2% | -112.6% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling