-38.5%
DG vs IBN
+54.0%
-92.5%
-72.6%
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% | -2.2% |
| 7D | -4.8% | -5.1% | +0.3% | -3.7% |
| 30D | +1.8% | -3.5% | +5.3% | +2.6% |
| 3M | +14.5% | +11.3% | +3.2% | +11.9% |
| 6M | -13.6% | +4.4% | -18.0% | -14.5% |
| YTD | -4.8% | -1.8% | -3.0% | -4.9% |
| 1Y | +21.6% | -8.0% | +29.5% | +22.8% |
| 3Y | +4.5% | +27.1% | -22.6% | -2.7% |
| 5Y | -38.5% | +54.5% | -93.0% | -46.5% |
| All | -38.5% | +54.0% | -92.5% | -46.5% |
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