+198.9%
DIA vs IR
+336.9%
-138.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | +1.1% | +9.0% | -7.9% | -2.0% |
| 3M | -2.9% | -0.9% | -2.0% | -2.9% |
| 6M | +5.9% | +13.4% | -7.5% | +0.6% |
| YTD | +9.8% | +8.5% | +1.3% | +5.1% |
| 1Y | +11.7% | +11.3% | +0.5% | +5.9% |
| 3Y | +59.5% | +26.0% | +33.5% | +41.4% |
| 5Y | +57.5% | +47.9% | +9.7% | +29.2% |
| All | +198.9% | +336.9% | -138.0% | +76.2% |
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