+249.2%
DIA vs IP
+23.2%
+226.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -0.2% | -5.3% | +5.1% | +1.5% |
| 30D | -1.5% | -10.9% | +9.3% | +2.0% |
| 3M | +3.8% | +11.2% | -7.4% | -0.7% |
| 6M | +10.3% | -10.2% | +20.5% | +12.3% |
| YTD | +12.1% | -2.0% | +14.1% | +10.2% |
| 1Y | +18.6% | -19.1% | +37.7% | +23.7% |
| 3Y | +60.6% | +20.9% | +39.8% | +37.1% |
| 5Y | +64.4% | -17.8% | +82.2% | +61.9% |
| All | +249.2% | +23.2% | +226.0% | +165.0% |
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