+68.1%
DD vs IBN
+72.7%
-4.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +6.7% | +5.7% | +1.0% | +4.1% |
| 30D | +19.4% | +20.5% | -1.1% | +9.5% |
| 3M | +7.6% | +15.2% | -7.6% | +0.6% |
| 6M | +2.9% | +34.5% | -31.6% | -10.7% |
| YTD | +29.9% | +16.4% | +13.5% | +20.3% |
| 1Y | +28.6% | +13.5% | +15.1% | +20.5% |
| 3Y | +90.0% | +55.4% | +34.6% | +46.5% |
| 5Y | +68.1% | +73.1% | -4.9% | +17.4% |
| All | +68.1% | +72.7% | -4.6% | +17.4% |
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