+1,081.8%
DIA vs CI
+1,821.4%
-739.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | -0.9% | -1.6% | +0.6% | -0.6% |
| 30D | +0.3% | +5.4% | -5.2% | -1.1% |
| 3M | -4.5% | +7.3% | -11.8% | -6.3% |
| 6M | +3.4% | +5.3% | -2.0% | +1.5% |
| YTD | +7.8% | +8.5% | -0.7% | +4.7% |
| 1Y | +10.7% | +17.1% | -6.4% | +5.4% |
| 3Y | +57.5% | +1.4% | +56.1% | +51.3% |
| 5Y | +53.7% | +50.5% | +3.3% | +31.7% |
| 10Y | +247.2% | +168.5% | +78.7% | +150.5% |
| All | +1,081.8% | +1,821.4% | -739.7% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling