+1,724.0%
IBN vs DAR
+3,012.9%
-1,288.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.1% |
| 7D | +14.6% | -2.8% | +17.4% | +14.9% |
| 30D | +23.5% | -12.8% | +36.3% | +25.4% |
| 3M | +14.0% | -11.6% | +25.6% | +15.3% |
| 6M | +31.1% | -16.8% | +47.9% | +33.4% |
| YTD | +16.6% | +45.9% | -29.3% | +10.7% |
| 1Y | +14.9% | +61.5% | -46.6% | +7.7% |
| 3Y | +56.9% | +23.0% | +33.9% | +48.6% |
| 5Y | +69.7% | -35.8% | +105.5% | +71.3% |
| 10Y | +365.4% | +280.4% | +85.0% | +278.0% |
| All | +1,724.0% | +3,012.9% | -1,288.9% | +999.7% |
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