+26.8%
IP vs DTE
+138.9%
-112.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.6% |
| 7D | -3.0% | +1.8% | -4.9% | -3.9% |
| 30D | +10.6% | +9.0% | +1.6% | +5.6% |
| 3M | -13.6% | -0.2% | -13.4% | -13.6% |
| 6M | +10.4% | +0.1% | +10.3% | +10.2% |
| YTD | -6.5% | +10.0% | -16.5% | -11.9% |
| 1Y | -2.1% | +4.7% | -6.8% | -5.2% |
| 3Y | +22.0% | +55.7% | -33.7% | -7.3% |
| 5Y | -9.7% | +45.1% | -54.8% | -29.6% |
| 10Y | +26.8% | +145.1% | -118.3% | -20.3% |
| All | +26.8% | +138.9% | -112.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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