-6.7%
IP vs DRI
+36.6%
-43.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.9% | -0.3% | -0.5% | -0.7% |
| 30D | +6.7% | +10.8% | -4.2% | +2.1% |
| 3M | -16.6% | +0.9% | -17.5% | -16.9% |
| 6M | +6.0% | +16.3% | -10.3% | -1.5% |
| YTD | -10.7% | +27.8% | -38.5% | -22.5% |
| 1Y | -6.7% | +33.9% | -40.5% | -23.2% |
| All | -6.7% | +36.6% | -43.3% | -23.2% |
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