+1,504.3%
IBN vs DAR
+3,763.1%
-2,258.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +1.4% | +1.4% | +0.1% | +1.2% |
| 30D | -0.3% | +12.8% | -13.1% | -1.8% |
| 3M | +17.1% | +7.4% | +9.7% | +15.9% |
| 6M | +3.4% | +22.3% | -18.9% | +0.5% |
| YTD | +2.5% | +81.1% | -78.6% | -4.9% |
| 1Y | -4.2% | +106.5% | -110.7% | -12.8% |
| 3Y | +32.4% | +5.3% | +27.1% | +27.9% |
| 5Y | +59.2% | -11.5% | +70.7% | +55.0% |
| 10Y | +345.7% | +353.3% | -7.7% | +255.0% |
| All | +1,504.3% | +3,763.1% | -2,258.9% | +844.9% |
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