+117.6%
DT vs IBN
+161.6%
-44.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.3% | +1.4% | -4.7% | -3.8% |
| 30D | +2.0% | -0.3% | +2.4% | +2.1% |
| 3M | +20.0% | +17.1% | +2.9% | +13.6% |
| 6M | +39.3% | +3.4% | +35.9% | +37.1% |
| YTD | +19.8% | +2.5% | +17.2% | +18.0% |
| 1Y | +4.3% | -4.2% | +8.4% | +4.9% |
| 3Y | +7.7% | +32.4% | -24.7% | -5.3% |
| 5Y | -26.8% | +59.2% | -86.0% | -39.9% |
| All | +117.6% | +161.6% | -44.0% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling