+177.8%
IP vs DGX
+8,858.2%
-8,680.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -5.3% | -2.3% | -3.0% | -4.6% |
| 30D | -10.9% | +0.6% | -11.4% | -11.0% |
| 3M | +11.2% | +21.4% | -10.2% | +4.8% |
| 6M | -10.2% | +14.7% | -24.9% | -14.1% |
| YTD | -2.0% | +38.4% | -40.4% | -11.6% |
| 1Y | -19.1% | +34.0% | -53.1% | -26.4% |
| 3Y | +20.9% | +92.7% | -71.8% | -2.5% |
| 5Y | -17.8% | +67.7% | -85.5% | -31.4% |
| 10Y | +23.5% | +248.0% | -224.5% | -18.0% |
| All | +177.8% | +8,858.2% | -8,680.5% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling