+53.3%
DIA vs IR
+44.3%
+9.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -0.9% | +3.7% | -4.6% | -2.2% |
| 30D | +0.3% | +7.4% | -7.2% | -2.3% |
| 3M | -4.5% | -5.9% | +1.4% | -2.8% |
| 6M | +3.4% | +5.6% | -2.2% | +0.7% |
| YTD | +7.8% | +4.8% | +2.9% | +4.3% |
| 1Y | +10.7% | +6.9% | +3.8% | +6.2% |
| 3Y | +57.5% | +27.6% | +30.0% | +36.1% |
| All | +53.3% | +44.3% | +9.0% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling