+240.2%
DIA vs IP
+26.3%
+214.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -0.9% | -5.1% | +4.1% | +0.7% |
| 30D | +0.3% | +8.5% | -8.3% | -2.5% |
| 3M | -4.5% | -13.8% | +9.3% | -0.3% |
| 6M | +3.4% | +5.7% | -2.4% | 0.0% |
| YTD | +7.8% | -9.1% | +16.9% | +8.2% |
| 1Y | +10.7% | -0.8% | +11.6% | +7.6% |
| 3Y | +57.5% | +14.8% | +42.7% | +36.1% |
| 5Y | +53.7% | -11.5% | +65.2% | +45.3% |
| All | +240.2% | +26.3% | +214.0% | +161.9% |
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