+5,194.2%
DHI vs IBN
+1,454.8%
+3,739.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -6.1% | -5.5% | -0.6% | -4.5% |
| 30D | -10.1% | -3.4% | -6.7% | -9.2% |
| 3M | -7.3% | +8.7% | -16.0% | -9.6% |
| 6M | -6.1% | +3.7% | -9.8% | -7.1% |
| YTD | -5.0% | -2.4% | -2.7% | -4.5% |
| 1Y | -22.1% | -8.1% | -14.0% | -20.4% |
| 3Y | +19.2% | +26.3% | -7.1% | +9.8% |
| 5Y | +59.4% | +54.9% | +4.5% | +37.5% |
| 10Y | +401.8% | +311.8% | +90.0% | +203.9% |
| All | +5,194.2% | +1,454.8% | +3,739.5% | +2,032.1% |
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