+1,103.7%
DIA vs IT
+476.9%
+626.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +0.9% | -7.5% | +8.4% | +2.6% |
| 30D | +1.1% | -1.2% | +2.3% | +0.9% |
| 3M | -2.9% | -2.2% | -0.7% | -3.3% |
| 6M | +5.9% | +19.1% | -13.2% | -0.5% |
| YTD | +9.8% | -25.1% | +34.9% | +12.6% |
| 1Y | +11.7% | -17.4% | +29.1% | +12.0% |
| 3Y | +59.5% | -54.1% | +113.6% | +78.8% |
| 5Y | +57.5% | -42.7% | +100.2% | +65.7% |
| 10Y | +235.9% | +88.1% | +147.8% | +166.6% |
| All | +1,103.7% | +476.9% | +626.8% | +534.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling