-31.9%
DIS vs IBN
+68.5%
-100.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.8% |
| 7D | +5.2% | +15.1% | -9.8% | +0.2% |
| 30D | +11.5% | +21.6% | -10.2% | +4.1% |
| 3M | +11.5% | +11.2% | +0.3% | +7.4% |
| 6M | +8.9% | +27.8% | -18.9% | -0.2% |
| YTD | +3.4% | +14.7% | -11.3% | -2.2% |
| 1Y | +7.2% | +14.4% | -7.2% | +1.3% |
| 3Y | +43.3% | +52.1% | -8.8% | +15.8% |
| All | -31.9% | +68.5% | -100.4% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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