+139.7%
IP vs DKS
+6,430.5%
-6,290.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -5.1% | -2.1% | -3.0% | -4.5% |
| 30D | +8.5% | +7.3% | +1.2% | +6.1% |
| 3M | -13.8% | -28.4% | +14.6% | -7.2% |
| 6M | +5.7% | -36.9% | +42.6% | +18.2% |
| YTD | -9.1% | -27.3% | +18.2% | -3.2% |
| 1Y | -0.8% | -33.2% | +32.4% | +8.3% |
| 3Y | +14.8% | +32.2% | -17.4% | -2.6% |
| 5Y | -11.5% | +22.3% | -33.8% | -27.8% |
| 10Y | +27.9% | +230.5% | -202.5% | -35.0% |
| All | +139.7% | +6,430.5% | -6,290.7% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling