-28.4%
DT vs IBN
+54.0%
-82.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | -0.5% | -5.1% | +4.6% | +1.7% |
| 30D | +0.1% | -3.5% | +3.6% | +1.5% |
| 3M | +24.1% | +11.3% | +12.8% | +18.6% |
| 6M | +30.1% | +4.4% | +25.7% | +27.3% |
| YTD | +16.8% | -1.8% | +18.6% | +16.9% |
| 1Y | -0.1% | -8.0% | +7.9% | +2.6% |
| 3Y | +6.8% | +27.1% | -20.2% | -11.0% |
| 5Y | -28.4% | +54.5% | -82.9% | -48.9% |
| All | -28.4% | +54.0% | -82.4% | -48.9% |
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