+16.8%
DIS vs IR
+332.9%
-316.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | +2.5% | -0.6% | +0.9% |
| 30D | +9.2% | +9.2% | 0.0% | +5.2% |
| 3M | +13.5% | +0.9% | +12.6% | +12.6% |
| 6M | +14.3% | +19.2% | -5.0% | +5.4% |
| YTD | +5.4% | +7.5% | -2.1% | +0.4% |
| 1Y | +12.2% | +11.7% | +0.4% | +5.1% |
| 3Y | +37.2% | +23.9% | +13.3% | +20.0% |
| 5Y | -23.1% | +46.4% | -69.5% | -38.3% |
| All | +16.8% | +332.9% | -316.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling