+64.1%
DIA vs IBN
+56.7%
+7.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | +0.1% | -2.2% | +2.2% | +0.7% |
| 30D | -2.1% | -2.3% | +0.2% | -1.4% |
| 3M | +4.2% | +15.9% | -11.7% | -0.3% |
| 6M | +11.9% | +5.6% | +6.3% | +9.8% |
| YTD | +10.8% | -0.1% | +10.9% | +10.4% |
| 1Y | +17.5% | -6.5% | +24.1% | +19.1% |
| 3Y | +59.9% | +29.3% | +30.6% | +44.0% |
| 5Y | +64.1% | +56.6% | +7.6% | +35.3% |
| All | +64.1% | +56.7% | +7.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling