+115.6%
DT vs IBN
+149.0%
-33.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.5% | -5.5% | +2.9% | -0.7% |
| 30D | +3.5% | -3.4% | +7.0% | +4.7% |
| 3M | +26.7% | +8.7% | +18.0% | +23.1% |
| 6M | +36.1% | +3.7% | +32.4% | +33.9% |
| YTD | +18.6% | -2.4% | +21.0% | +18.9% |
| 1Y | +7.9% | -8.1% | +16.0% | +10.1% |
| 3Y | +8.6% | +26.3% | -17.8% | -3.0% |
| 5Y | -26.7% | +54.9% | -81.6% | -39.2% |
| All | +115.6% | +149.0% | -33.5% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling