+57.3%
DRAM vs IBN
+36.2%
+21.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.8% |
| 7D | +18.0% | +5.7% | +12.3% | +18.8% |
| 30D | -17.4% | +20.5% | -37.9% | -17.2% |
| 3M | -20.3% | +15.2% | -35.6% | -18.5% |
| 6M | -14.9% | +34.5% | -49.4% | -19.1% |
| All | +57.3% | +36.2% | +21.1% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling