+16.8%
A vs IBN
+70.2%
-53.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.5% |
| 7D | +4.8% | +14.6% | -9.8% | -0.1% |
| 30D | +5.6% | +23.5% | -17.9% | -2.1% |
| 3M | +23.6% | +14.0% | +9.6% | +17.8% |
| 6M | +56.4% | +31.1% | +25.2% | +41.3% |
| YTD | +33.4% | +16.6% | +16.8% | +25.5% |
| 1Y | +23.7% | +14.9% | +8.8% | +17.0% |
| 3Y | +71.0% | +56.9% | +14.1% | +37.5% |
| 5Y | +16.8% | +69.7% | -52.8% | -12.8% |
| All | +16.8% | +70.2% | -53.4% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling