+57.5%
DIA vs IP
+13.9%
+43.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.9% | -5.1% | +4.1% | -0.1% |
| 30D | +0.3% | +8.5% | -8.3% | -1.1% |
| 3M | -4.5% | -13.8% | +9.3% | -2.4% |
| 6M | +3.4% | +5.7% | -2.4% | +1.8% |
| YTD | +7.8% | -9.1% | +16.9% | +8.3% |
| 1Y | +10.7% | -0.8% | +11.6% | +9.6% |
| 3Y | +57.5% | +14.8% | +42.7% | +56.3% |
| All | +57.5% | +13.9% | +43.6% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling