+1,129.1%
DIA vs IT
+469.2%
+659.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.5% |
| 7D | -0.2% | -6.0% | +5.9% | +1.1% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | +3.8% | +13.1% | -9.3% | -0.4% |
| 6M | +10.3% | +11.7% | -1.4% | +5.3% |
| YTD | +12.1% | -26.1% | +38.2% | +16.2% |
| 1Y | +18.6% | -21.3% | +39.9% | +20.7% |
| 3Y | +60.6% | -46.7% | +107.4% | +74.9% |
| 5Y | +64.4% | -40.5% | +104.9% | +72.6% |
| 10Y | +250.1% | +103.9% | +146.2% | +175.3% |
| All | +1,129.1% | +469.2% | +659.9% | +554.7% |
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