+280.2%
DIS vs IBN
+1,726.4%
-1,446.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.3% |
| 7D | +5.2% | +15.1% | -9.8% | +1.9% |
| 30D | +11.5% | +21.6% | -10.2% | +6.6% |
| 3M | +11.5% | +11.2% | +0.3% | +8.8% |
| 6M | +8.9% | +27.8% | -18.9% | +2.9% |
| YTD | +3.4% | +14.7% | -11.3% | -0.2% |
| 1Y | +7.2% | +14.4% | -7.2% | +3.5% |
| 3Y | +43.3% | +52.1% | -8.8% | +28.5% |
| 5Y | -31.4% | +70.7% | -102.2% | -40.2% |
| 10Y | +37.1% | +385.5% | -348.5% | -9.1% |
| All | +280.2% | +1,726.4% | -1,446.2% | +54.8% |
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