+2.3%
IP vs DKS
-29.5%
+31.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -0.1% |
| 7D | +3.4% | +8.4% | -5.0% | +1.7% |
| 30D | +11.2% | +7.7% | +3.6% | +9.4% |
| 3M | -14.8% | -25.8% | +11.0% | -9.4% |
| 6M | +17.3% | -31.0% | +48.3% | +27.6% |
| YTD | -6.2% | -23.8% | +17.6% | -1.8% |
| 1Y | +2.3% | -29.8% | +32.2% | +10.2% |
| All | +2.3% | -29.5% | +31.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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