+137.7%
IP vs DKS
+6,442.1%
-6,304.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -2.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | +6.5% | +4.6% | +1.9% | +5.0% |
| 3M | -18.0% | -28.9% | +10.9% | -11.6% |
| 6M | +10.3% | -33.5% | +43.9% | +21.4% |
| YTD | -9.9% | -27.2% | +17.3% | -4.1% |
| 1Y | -1.1% | -33.8% | +32.7% | +8.3% |
| 3Y | +13.0% | +31.5% | -18.5% | -4.0% |
| 5Y | -12.3% | +22.5% | -34.8% | -28.4% |
| 10Y | +26.8% | +231.0% | -204.2% | -35.6% |
| All | +137.7% | +6,442.1% | -6,304.3% | -40.4% |
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