-5.5%
IP vs DKS
-29.9%
+24.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | +9.2% | +8.9% | +0.3% | +7.2% |
| 3M | -16.1% | -26.4% | +10.2% | -10.2% |
| 6M | +9.6% | -31.1% | +40.6% | +19.3% |
| YTD | -8.8% | -22.8% | +14.0% | -4.8% |
| 1Y | -5.5% | -29.5% | +24.0% | +2.1% |
| All | -5.5% | -29.9% | +24.4% | +2.1% |
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