-12.4%
IP vs DTE
+39.5%
-51.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -5.1% | -0.3% | -4.8% | -4.9% |
| 30D | +8.5% | +6.2% | +2.4% | +5.8% |
| 3M | -13.8% | -2.6% | -11.2% | -12.9% |
| 6M | +5.7% | -3.5% | +9.3% | +7.4% |
| YTD | -9.1% | +7.4% | -16.5% | -12.5% |
| 1Y | -0.8% | +4.2% | -5.0% | -3.2% |
| 3Y | +14.8% | +51.7% | -36.9% | -7.8% |
| All | -12.4% | +39.5% | -51.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling