-19.1%
IP vs DINO
+111.1%
-130.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | -5.3% | +5.7% | -11.0% | -5.1% |
| 30D | -10.9% | +27.8% | -38.7% | -10.2% |
| 3M | +11.2% | +45.6% | -34.5% | +12.1% |
| 6M | -10.2% | +88.5% | -98.7% | -13.0% |
| YTD | -2.0% | +134.1% | -136.1% | -11.1% |
| 1Y | -19.1% | +111.1% | -130.2% | -23.6% |
| All | -19.1% | +111.1% | -130.2% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling