-12.4%
IP vs DRI
+74.0%
-86.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -5.1% | +2.8% | -7.9% | -6.1% |
| 30D | +8.5% | +13.3% | -4.7% | +3.6% |
| 3M | -13.8% | +8.2% | -22.0% | -16.6% |
| 6M | +5.7% | +17.5% | -11.8% | -0.8% |
| YTD | -9.1% | +26.9% | -36.0% | -17.4% |
| 1Y | -0.8% | +31.6% | -32.4% | -11.2% |
| 3Y | +14.8% | +67.0% | -52.2% | -6.8% |
| All | -12.4% | +74.0% | -86.4% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling