+594.0%
DG vs IBN
+468.4%
+125.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -2.5% | +5.7% | -8.2% | -3.2% |
| 30D | +7.7% | +20.5% | -12.8% | +5.2% |
| 3M | +13.1% | +15.2% | -2.1% | +11.1% |
| 6M | +32.0% | +34.5% | -2.5% | +27.3% |
| YTD | +3.3% | +16.4% | -13.0% | +1.3% |
| 1Y | +31.7% | +13.5% | +18.1% | +29.4% |
| 3Y | +21.7% | +55.4% | -33.8% | +14.7% |
| 5Y | -34.7% | +73.1% | -107.8% | -39.5% |
| 10Y | +106.7% | +383.7% | -277.0% | +67.6% |
| All | +594.0% | +468.4% | +125.6% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling