+42.1%
DLR vs IBN
+54.0%
-12.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | +2.9% | -5.1% | +8.0% | +4.5% |
| 30D | -1.2% | -3.5% | +2.4% | -0.1% |
| 3M | +2.9% | +11.3% | -8.4% | -0.4% |
| 6M | +6.7% | +4.4% | +2.2% | +5.1% |
| YTD | +23.9% | -1.8% | +25.7% | +24.0% |
| 1Y | +18.6% | -8.0% | +26.6% | +20.8% |
| 3Y | +59.7% | +27.1% | +32.6% | +43.5% |
| 5Y | +42.1% | +54.5% | -12.4% | +18.8% |
| All | +42.1% | +54.0% | -12.0% | +18.8% |
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 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