+57.9%
DIA vs IBN
+73.5%
-15.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.1% | +1.9% | +0.3% | +1.6% |
| 30D | +1.5% | +22.1% | -20.6% | -4.5% |
| 3M | -2.4% | +17.1% | -19.5% | -7.1% |
| 6M | +6.0% | +35.5% | -29.6% | -3.6% |
| YTD | +10.1% | +16.8% | -6.7% | +4.5% |
| 1Y | +11.8% | +12.4% | -0.6% | +7.3% |
| 3Y | +59.7% | +58.0% | +1.7% | +33.8% |
| All | +57.9% | +73.5% | -15.6% | +24.1% |
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