+22.6%
IP vs DKS
+210.1%
-187.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | +3.0% | -8.3% | -5.9% |
| 30D | -10.9% | -30.5% | +19.7% | -4.6% |
| 3M | +11.2% | -35.7% | +46.9% | +21.3% |
| 6M | -10.2% | -29.7% | +19.5% | -4.5% |
| YTD | -2.0% | -28.9% | +26.9% | +3.9% |
| 1Y | -19.1% | -35.9% | +16.8% | -12.4% |
| 3Y | +20.9% | +28.2% | -7.3% | +8.8% |
| 5Y | -17.8% | +11.8% | -29.6% | -27.0% |
| All | +22.6% | +210.1% | -187.5% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling