-30.7%
AA vs IBN
+1,756.6%
-1,787.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +5.2% |
| 7D | +4.8% | +14.6% | -9.8% | 0.0% |
| 30D | -0.6% | +23.5% | -24.2% | -7.7% |
| 3M | -16.3% | +14.0% | -30.3% | -20.1% |
| 6M | -33.4% | +31.1% | -64.5% | -39.6% |
| YTD | -20.7% | +16.6% | -37.3% | -25.5% |
| 1Y | +12.9% | +14.9% | -2.0% | +6.5% |
| 3Y | +75.7% | +56.9% | +18.8% | +47.0% |
| 5Y | -6.8% | +69.7% | -76.5% | -24.3% |
| 10Y | +53.6% | +365.4% | -311.7% | -13.9% |
| All | -30.7% | +1,756.6% | -1,787.3% | -75.6% |
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