+247.6%
DIA vs CI
+144.2%
+103.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -2.0% | +1.8% | -3.8% | -2.6% |
| 3M | +3.6% | -4.2% | +7.9% | +4.6% |
| 6M | +11.5% | +8.8% | +2.7% | +7.9% |
| YTD | +10.4% | +3.7% | +6.6% | +8.1% |
| 1Y | +15.6% | -6.1% | +21.7% | +15.7% |
| 3Y | +58.9% | +4.5% | +54.4% | +48.4% |
| 5Y | +65.3% | +50.5% | +14.8% | +31.4% |
| All | +247.6% | +144.2% | +103.4% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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