+19.5%
IP vs DTE
+56.5%
-37.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.9% | +3.2% | -4.1% | -2.0% |
| 30D | +6.7% | +8.5% | -1.8% | +3.7% |
| 3M | -16.6% | +1.3% | -17.9% | -16.9% |
| 6M | +6.0% | -0.7% | +6.7% | +6.4% |
| YTD | -10.7% | +10.6% | -21.3% | -14.4% |
| 1Y | -6.7% | +2.6% | -9.3% | -8.1% |
| All | +19.5% | +56.5% | -37.0% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling