+13.8%
IBN vs DAR
+65.2%
-51.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.1% |
| 7D | +11.1% | +3.6% | +7.5% | +11.4% |
| 30D | +23.9% | -11.3% | +35.1% | +23.4% |
| 3M | +16.3% | -13.1% | +29.4% | +15.8% |
| 6M | +34.2% | -15.1% | +49.3% | +34.2% |
| YTD | +17.6% | +50.5% | -32.9% | +14.2% |
| 1Y | +13.8% | +57.9% | -44.1% | +10.3% |
| All | +13.8% | +65.2% | -51.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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