+244.3%
DIA vs IT
+92.9%
+151.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -3.0% | -12.7% | +9.7% | +0.4% |
| 30D | -3.0% | -8.9% | +5.9% | -0.9% |
| 3M | +4.5% | +10.1% | -5.6% | -0.1% |
| 6M | +9.8% | +7.3% | +2.5% | +4.7% |
| YTD | +9.3% | -32.4% | +41.7% | +18.5% |
| 1Y | +16.0% | -26.6% | +42.6% | +21.6% |
| 3Y | +57.7% | -51.8% | +109.6% | +84.1% |
| 5Y | +63.8% | -45.6% | +109.4% | +78.1% |
| All | +244.3% | +92.9% | +151.3% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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