+237.1%
DIA vs IBN
+389.8%
-152.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.6% | +11.1% | -12.8% | -4.5% |
| 30D | +1.3% | +23.9% | -22.6% | -4.5% |
| 3M | -2.1% | +16.3% | -18.4% | -6.2% |
| 6M | +6.2% | +34.2% | -28.0% | -2.2% |
| YTD | +10.3% | +17.6% | -7.2% | +5.1% |
| 1Y | +11.0% | +13.8% | -2.9% | +6.6% |
| 3Y | +60.4% | +57.0% | +3.4% | +39.3% |
| 5Y | +59.1% | +75.3% | -16.3% | +32.8% |
| 10Y | +237.1% | +388.7% | -151.6% | +121.0% |
| All | +237.1% | +389.8% | -152.8% | +121.0% |
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