+201.7%
DIA vs IR
+282.2%
-80.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +0.1% | +0.6% | -0.6% | -0.2% |
| 30D | -2.1% | -13.6% | +11.5% | +2.8% |
| 3M | +4.2% | +3.7% | +0.5% | +2.4% |
| 6M | +11.9% | -13.1% | +24.9% | +16.3% |
| YTD | +10.8% | -5.1% | +15.9% | +11.3% |
| 1Y | +17.5% | -6.5% | +24.0% | +18.3% |
| 3Y | +59.9% | +8.5% | +51.4% | +49.3% |
| 5Y | +64.1% | +43.3% | +20.8% | +36.2% |
| All | +201.7% | +282.2% | -80.4% | +86.6% |
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