-12.3%
IP vs DRI
+77.7%
-89.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.6% |
| 7D | -5.0% | +3.7% | -8.7% | -6.3% |
| 30D | +6.5% | +13.5% | -7.0% | +1.6% |
| 3M | -18.0% | +10.4% | -28.4% | -21.2% |
| 6M | +10.3% | +19.5% | -9.2% | +2.9% |
| YTD | -9.9% | +28.2% | -38.1% | -18.4% |
| 1Y | -1.1% | +31.0% | -32.1% | -11.3% |
| 3Y | +13.0% | +67.1% | -54.1% | -8.2% |
| 5Y | -12.3% | +74.7% | -86.9% | -32.5% |
| All | -12.3% | +77.7% | -89.9% | -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