+34.5%
DRI vs IBN
+12.1%
+22.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | +9.7% | +22.1% | -12.4% | +1.6% |
| 3M | +3.2% | +17.1% | -13.9% | -3.0% |
| 6M | +20.6% | +35.5% | -15.0% | +7.1% |
| YTD | +28.3% | +16.8% | +11.4% | +20.1% |
| 1Y | +34.5% | +12.4% | +22.1% | +28.4% |
| All | +34.5% | +12.1% | +22.4% | +28.4% |
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