-17.4%
AA vs IBN
+1,532.9%
-1,550.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | +5.0% | -0.3% | +5.3% | +5.1% |
| 3M | -35.8% | +17.1% | -52.9% | -39.3% |
| 6M | -18.4% | +3.4% | -21.8% | -19.8% |
| YTD | -5.5% | +2.5% | -8.0% | -7.1% |
| 1Y | +61.0% | -4.2% | +65.1% | +61.1% |
| 3Y | +66.2% | +32.4% | +33.8% | +47.7% |
| 5Y | +11.4% | +59.2% | -47.8% | -7.4% |
| 10Y | +116.9% | +345.7% | -228.8% | +23.2% |
| All | -17.4% | +1,532.9% | -1,550.3% | -69.5% |
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