+81.7%
AA vs IBN
+34.1%
+47.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +5.0% | -0.3% | +5.3% | +5.0% |
| 3M | -35.8% | +17.1% | -52.9% | -37.8% |
| 6M | -18.4% | +3.4% | -21.8% | -18.6% |
| YTD | -5.5% | +2.5% | -8.0% | -5.8% |
| 1Y | +61.0% | -4.2% | +65.1% | +62.4% |
| All | +81.7% | +34.1% | +47.6% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling