+237.1%
DIA vs IP
+22.3%
+214.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.9% |
| 7D | -1.6% | -2.8% | +1.2% | -0.7% |
| 30D | +1.3% | +9.2% | -7.9% | -1.7% |
| 3M | -2.1% | -16.1% | +14.1% | +3.2% |
| 6M | +6.2% | +9.6% | -3.3% | +1.6% |
| YTD | +10.3% | -8.8% | +19.1% | +10.6% |
| 1Y | +11.0% | -5.5% | +16.5% | +9.7% |
| 3Y | +60.4% | +19.6% | +40.7% | +36.3% |
| 5Y | +59.1% | -13.5% | +72.5% | +51.9% |
| 10Y | +237.1% | +22.4% | +214.6% | +161.0% |
| All | +237.1% | +22.3% | +214.8% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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