-32.3%
DG vs IBN
+74.4%
-106.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.0% | +11.1% | -14.1% | -5.6% |
| 30D | +8.6% | +23.9% | -15.2% | +2.9% |
| 3M | +15.0% | +16.3% | -1.3% | +10.6% |
| 6M | +32.7% | +34.2% | -1.5% | +23.6% |
| YTD | +5.5% | +17.6% | -12.0% | +0.8% |
| 1Y | +34.6% | +13.8% | +20.8% | +29.3% |
| 3Y | +24.2% | +57.0% | -32.8% | +9.1% |
| 5Y | -32.3% | +75.3% | -107.6% | -44.2% |
| All | -32.3% | +74.4% | -106.7% | -44.2% |
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