+240.9%
DIA vs CI
+158.0%
+82.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +1.4% | +4.7% | -3.2% | 0.0% |
| 3M | -2.7% | +5.2% | -7.9% | -4.4% |
| 6M | +6.2% | +3.8% | +2.4% | +4.3% |
| YTD | +10.1% | +9.2% | +0.9% | +6.0% |
| 1Y | +13.0% | +14.3% | -1.2% | +7.2% |
| 3Y | +61.9% | +8.4% | +53.4% | +49.6% |
| 5Y | +57.1% | +50.0% | +7.0% | +25.2% |
| 10Y | +240.9% | +142.2% | +98.7% | +136.3% |
| All | +240.9% | +158.0% | +82.8% | +136.3% |
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