+1,739.3%
IBN vs DAR
+3,110.7%
-1,371.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.0% |
| 7D | +11.1% | +3.6% | +7.5% | +10.6% |
| 30D | +23.9% | -11.3% | +35.1% | +25.4% |
| 3M | +16.3% | -13.1% | +29.4% | +17.9% |
| 6M | +34.2% | -15.1% | +49.3% | +36.2% |
| YTD | +17.6% | +50.5% | -32.9% | +11.2% |
| 1Y | +13.8% | +57.9% | -44.1% | +7.0% |
| 3Y | +57.0% | +28.9% | +28.1% | +47.9% |
| 5Y | +75.3% | -31.4% | +106.8% | +75.7% |
| 10Y | +388.7% | +301.0% | +87.6% | +294.5% |
| All | +1,739.3% | +3,110.7% | -1,371.3% | +1,004.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling