+41.6%
AA vs IBN
+385.6%
-344.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +0.5% | +1.9% | -1.4% | -0.3% |
| 30D | -0.6% | +22.1% | -22.7% | -9.2% |
| 3M | -19.7% | +17.1% | -36.8% | -25.3% |
| 6M | -41.6% | +35.5% | -77.1% | -49.3% |
| YTD | -24.6% | +16.8% | -41.4% | -30.6% |
| 1Y | +4.9% | +12.4% | -7.5% | -1.7% |
| 3Y | +66.8% | +58.0% | +8.8% | +29.8% |
| 5Y | -19.4% | +73.7% | -93.1% | -40.4% |
| All | +41.6% | +385.6% | -344.0% | -29.3% |
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