+199.3%
DIA vs IR
+334.2%
-134.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.6% | +4.3% | -2.7% | +0.2% |
| 30D | +1.2% | +8.1% | -6.8% | -1.6% |
| 3M | -2.4% | +0.7% | -3.1% | -3.0% |
| 6M | +5.7% | +16.6% | -11.0% | -0.5% |
| YTD | +9.9% | +7.8% | +2.1% | +5.4% |
| 1Y | +9.8% | +9.9% | -0.1% | +4.5% |
| 3Y | +59.8% | +25.2% | +34.5% | +41.9% |
| 5Y | +57.7% | +46.8% | +10.9% | +29.6% |
| All | +199.3% | +334.2% | -134.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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