-19.1%
IP vs DRI
+6.9%
-26.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -5.3% | +0.6% | -5.8% | -5.5% |
| 30D | -10.9% | +3.8% | -14.7% | -12.5% |
| 3M | +11.2% | +13.0% | -1.8% | +5.4% |
| 6M | -10.2% | +8.3% | -18.5% | -13.8% |
| YTD | -2.0% | +20.6% | -22.6% | -10.2% |
| 1Y | -19.1% | +6.5% | -25.6% | -26.9% |
| All | -19.1% | +6.9% | -26.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling