+135.1%
ADI vs IBN
+54.0%
+81.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | +2.6% | -5.1% | +7.7% | +5.0% |
| 30D | -4.6% | -3.5% | -1.1% | -3.2% |
| 3M | -9.5% | +11.3% | -20.8% | -14.0% |
| 6M | +14.8% | +4.4% | +10.4% | +12.0% |
| YTD | +35.8% | -1.8% | +37.6% | +36.0% |
| 1Y | +48.9% | -8.0% | +56.9% | +52.9% |
| 3Y | +115.6% | +27.1% | +88.5% | +84.6% |
| 5Y | +135.1% | +54.5% | +80.6% | +76.7% |
| All | +135.1% | +54.0% | +81.1% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling