+59.6%
DD vs IBN
+54.0%
+5.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.8% |
| 7D | -3.8% | -5.1% | +1.3% | -1.5% |
| 30D | -9.2% | -3.5% | -5.7% | -7.9% |
| 3M | -9.0% | +11.3% | -20.3% | -13.4% |
| 6M | -5.0% | +4.4% | -9.4% | -7.1% |
| YTD | +7.4% | -1.8% | +9.2% | +7.7% |
| 1Y | +35.1% | -8.0% | +43.1% | +38.9% |
| 3Y | +43.2% | +27.1% | +16.1% | +23.6% |
| 5Y | +59.6% | +54.5% | +5.2% | +20.3% |
| All | +59.6% | +54.0% | +5.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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