-4.6%
IP vs DINO
+93.3%
-98.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +5.7% | -6.0% | +0.1% |
| 30D | +7.9% | -19.6% | +27.5% | +6.1% |
| 3M | -15.3% | +11.8% | -27.1% | -14.7% |
| 6M | +10.5% | +49.0% | -38.4% | +12.8% |
| YTD | -9.4% | +128.1% | -137.5% | -16.8% |
| 1Y | -4.6% | +96.3% | -100.9% | -8.1% |
| All | -4.6% | +93.3% | -98.0% | -8.1% |
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