-16.1%
IP vs DGX
+67.7%
-83.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -5.3% | -2.3% | -3.0% | -4.5% |
| 30D | -10.9% | +0.6% | -11.4% | -11.0% |
| 3M | +11.2% | +21.4% | -10.2% | +4.2% |
| 6M | -10.2% | +14.7% | -24.9% | -14.4% |
| YTD | -2.0% | +38.4% | -40.4% | -12.6% |
| 1Y | -19.1% | +34.0% | -53.1% | -27.1% |
| 3Y | +20.9% | +92.7% | -71.8% | -6.6% |
| All | -16.1% | +67.7% | -83.8% | -35.7% |
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