+321.8%
A vs IBN
+388.7%
-66.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | +11.1% | -11.3% | -3.2% |
| 30D | +3.3% | +23.9% | -20.6% | -3.1% |
| 3M | +18.5% | +16.3% | +2.2% | +13.2% |
| 6M | +59.3% | +34.2% | +25.1% | +45.7% |
| YTD | +31.0% | +17.6% | +13.5% | +24.3% |
| 1Y | +19.3% | +13.8% | +5.5% | +14.2% |
| 3Y | +66.8% | +57.0% | +9.8% | +43.4% |
| 5Y | +15.5% | +75.3% | -59.8% | -4.5% |
| All | +321.8% | +388.7% | -66.8% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling