+22.6%
IP vs DTE
+136.6%
-114.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.6% |
| 7D | -5.3% | +0.2% | -5.4% | -5.4% |
| 30D | -10.9% | -2.6% | -8.3% | -9.7% |
| 3M | +11.2% | -3.9% | +15.1% | +13.5% |
| 6M | -10.2% | -7.9% | -2.3% | -6.7% |
| YTD | -2.0% | +7.2% | -9.2% | -6.3% |
| 1Y | -19.1% | +3.1% | -22.2% | -21.0% |
| 3Y | +20.9% | +47.6% | -26.7% | -5.4% |
| 5Y | -17.8% | +32.7% | -50.5% | -32.4% |
| All | +22.6% | +136.6% | -114.0% | -23.6% |
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