+65.7%
DIA vs IP
-17.2%
+82.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -0.2% | -5.3% | +5.1% | +0.9% |
| 30D | -1.5% | -10.9% | +9.3% | +0.8% |
| 3M | +3.8% | +11.2% | -7.4% | +0.8% |
| 6M | +10.3% | -10.2% | +20.5% | +11.9% |
| YTD | +12.1% | -2.0% | +14.1% | +11.1% |
| 1Y | +18.6% | -19.1% | +37.7% | +22.5% |
| 3Y | +60.6% | +20.9% | +39.8% | +44.4% |
| All | +65.7% | -17.2% | +82.9% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling