+30.4%
DGX vs IBN
-5.9%
+36.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -0.9% | -3.0% | +2.1% | -0.4% |
| 30D | -1.2% | -1.5% | +0.4% | -0.9% |
| 3M | +15.8% | +7.9% | +7.8% | +14.2% |
| 6M | +18.2% | +8.6% | +9.5% | +16.5% |
| YTD | +37.2% | -0.6% | +37.8% | +37.5% |
| 1Y | +30.4% | -7.3% | +37.7% | +29.2% |
| All | +30.4% | -5.9% | +36.3% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling