+132.3%
AA vs IBN
+312.2%
-179.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.2% |
| 7D | -0.6% | -5.1% | +4.5% | +1.6% |
| 30D | -1.6% | -3.5% | +2.0% | -0.1% |
| 3M | -29.8% | +11.3% | -41.1% | -33.2% |
| 6M | -16.6% | +4.4% | -21.1% | -18.9% |
| YTD | -4.0% | -1.8% | -2.2% | -4.4% |
| 1Y | +63.5% | -8.0% | +71.5% | +66.5% |
| 3Y | +86.8% | +27.1% | +59.7% | +61.7% |
| 5Y | +12.4% | +54.5% | -42.1% | -11.7% |
| 10Y | +132.3% | +314.2% | -181.9% | +31.0% |
| All | +132.3% | +312.2% | -179.9% | +31.0% |
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