+742.3%
DIA vs IBN
+1,760.3%
-1,018.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +2.1% | +1.9% | +0.3% | +1.8% |
| 30D | +1.5% | +22.1% | -20.6% | -2.3% |
| 3M | -2.4% | +17.1% | -19.5% | -5.4% |
| 6M | +6.0% | +35.5% | -29.6% | -0.1% |
| YTD | +10.1% | +16.8% | -6.7% | +6.6% |
| 1Y | +11.8% | +12.4% | -0.6% | +9.0% |
| 3Y | +59.7% | +58.0% | +1.7% | +45.2% |
| 5Y | +57.9% | +73.7% | -15.8% | +40.3% |
| 10Y | +236.2% | +385.6% | -149.3% | +139.6% |
| All | +742.3% | +1,760.3% | -1,018.0% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling