+583.4%
DG vs IBN
+400.8%
+182.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +8.4% | +1.4% | +7.0% | +8.2% |
| 30D | +4.9% | -0.3% | +5.3% | +5.0% |
| 3M | +29.3% | +17.1% | +12.2% | +26.9% |
| 6M | -11.3% | +3.4% | -14.7% | -11.7% |
| YTD | +1.8% | +2.5% | -0.8% | +1.4% |
| 1Y | +25.3% | -4.2% | +29.5% | +25.8% |
| 3Y | +9.1% | +32.4% | -23.3% | +4.9% |
| 5Y | -34.9% | +59.2% | -94.1% | -39.0% |
| 10Y | +108.2% | +345.7% | -237.5% | +70.3% |
| All | +583.4% | +400.8% | +182.6% | +424.9% |
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