-11.5%
IP vs DKS
+26.9%
-38.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | 0.0% | +9.4% | -9.4% | -2.1% |
| 30D | +9.4% | +9.8% | -0.4% | +6.9% |
| 3M | -14.1% | -29.3% | +15.2% | -8.3% |
| 6M | +9.2% | -32.6% | +41.7% | +17.6% |
| YTD | -7.5% | -22.6% | +15.0% | -4.0% |
| 1Y | -2.8% | -29.8% | +27.0% | +3.2% |
| 3Y | +21.2% | +43.2% | -22.0% | +7.0% |
| 5Y | -11.5% | +29.8% | -41.3% | -25.6% |
| All | -11.5% | +26.9% | -38.4% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling