+10.3%
IP vs DKS
-34.2%
+44.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.0% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | +6.5% | +4.6% | +1.9% | +5.6% |
| 3M | -18.0% | -28.9% | +10.9% | -10.9% |
| 6M | +10.3% | -33.5% | +43.9% | +23.9% |
| All | +10.3% | -34.2% | +44.5% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling