-11.5%
IP vs DINO
+245.2%
-256.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | 0.0% | -12.9% | +12.9% | +2.2% |
| 30D | +9.4% | -18.6% | +28.0% | +12.7% |
| 3M | -14.1% | +16.6% | -30.7% | -17.0% |
| 6M | +9.2% | +38.2% | -29.0% | +1.6% |
| YTD | -7.5% | +119.3% | -126.9% | -23.0% |
| 1Y | -2.8% | +84.3% | -87.1% | -15.9% |
| 3Y | +21.2% | +107.1% | -85.9% | -1.3% |
| 5Y | -11.5% | +249.9% | -261.4% | -34.1% |
| All | -11.5% | +245.2% | -256.7% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling