+404.6%
DHI vs IBN
+324.2%
+80.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | -3.4% | -3.0% | -0.4% | -2.4% |
| 30D | -5.4% | -1.5% | -3.9% | -5.0% |
| 3M | -10.4% | +7.9% | -18.4% | -12.8% |
| 6M | -2.8% | +8.6% | -11.4% | -5.5% |
| YTD | -3.4% | -0.6% | -2.9% | -3.5% |
| 1Y | -22.9% | -7.3% | -15.6% | -21.3% |
| 3Y | +20.7% | +26.2% | -5.5% | +9.5% |
| 5Y | +62.1% | +57.8% | +4.3% | +35.5% |
| All | +404.6% | +324.2% | +80.4% | +206.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling