+242.9%
DIS vs IBN
+1,532.9%
-1,290.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | +6.8% | +17.1% | -10.3% | +3.0% |
| 6M | +3.0% | +3.4% | -0.4% | +2.1% |
| YTD | -6.7% | +2.5% | -9.3% | -7.6% |
| 1Y | -10.1% | -4.2% | -5.9% | -9.7% |
| 3Y | +33.0% | +32.4% | +0.6% | +23.2% |
| 5Y | -40.0% | +59.2% | -99.2% | -46.9% |
| 10Y | +21.1% | +345.7% | -324.6% | -18.3% |
| All | +242.9% | +1,532.9% | -1,290.0% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling