+235.7%
DIA vs IP
+20.8%
+214.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +1.5% | +7.9% | -6.5% | -1.1% |
| 3M | -2.4% | -15.3% | +12.9% | +2.5% |
| 6M | +6.0% | +10.5% | -4.5% | +1.1% |
| YTD | +10.1% | -9.4% | +19.5% | +10.6% |
| 1Y | +11.8% | -4.6% | +16.4% | +10.1% |
| 3Y | +59.7% | +21.2% | +38.5% | +34.8% |
| 5Y | +57.9% | -13.3% | +71.2% | +50.5% |
| All | +235.7% | +20.8% | +214.9% | +159.7% |
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