+23.9%
IP vs DKS
+29.1%
-5.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | +3.0% | -8.3% | -6.0% |
| 30D | -10.9% | -30.5% | +19.7% | -3.9% |
| 3M | +11.2% | -35.7% | +46.9% | +22.7% |
| 6M | -10.2% | -29.7% | +19.5% | -3.9% |
| YTD | -2.0% | -28.9% | +26.9% | +4.5% |
| 1Y | -19.1% | -35.9% | +16.8% | -11.6% |
| All | +23.9% | +29.1% | -5.2% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling