+17.6%
IP vs DRI
+331.7%
-314.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -0.3% | +1.1% | -1.3% | -0.6% |
| 30D | +7.9% | +9.7% | -1.8% | +4.9% |
| 3M | -15.3% | +3.2% | -18.5% | -16.2% |
| 6M | +10.5% | +20.6% | -10.1% | +4.0% |
| YTD | -9.4% | +28.3% | -37.6% | -16.5% |
| 1Y | -4.6% | +34.5% | -39.2% | -13.5% |
| 3Y | +21.2% | +66.5% | -45.3% | +2.0% |
| 5Y | -13.3% | +79.6% | -93.0% | -29.7% |
| All | +17.6% | +331.7% | -314.1% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling