+151.2%
A vs IBN
+1,779.7%
-1,628.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +1.4% | +15.8% | -14.4% | -2.7% |
| 30D | +4.3% | +25.1% | -20.8% | -2.1% |
| 3M | +19.8% | +16.0% | +3.8% | +14.7% |
| 6M | +54.4% | +32.8% | +21.6% | +42.2% |
| YTD | +31.7% | +18.0% | +13.7% | +25.1% |
| 1Y | +22.4% | +15.9% | +6.6% | +16.9% |
| 3Y | +67.7% | +57.6% | +10.0% | +45.3% |
| 5Y | +15.7% | +74.7% | -58.9% | -3.0% |
| 10Y | +308.7% | +373.9% | -65.2% | +143.6% |
| All | +151.2% | +1,779.7% | -1,628.5% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling