+72.8%
AG vs IBN
+54.0%
+18.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.8% |
| 7D | -0.1% | -5.1% | +5.0% | +2.0% |
| 30D | +12.5% | -3.5% | +16.0% | +14.0% |
| 3M | +28.2% | +11.3% | +16.8% | +22.7% |
| 6M | -18.8% | +4.4% | -23.3% | -20.3% |
| YTD | +27.4% | -1.8% | +29.2% | +27.6% |
| 1Y | +132.2% | -8.0% | +140.2% | +137.4% |
| 3Y | +286.9% | +27.1% | +259.8% | +251.8% |
| 5Y | +72.8% | +54.5% | +18.3% | +50.2% |
| All | +72.8% | +54.0% | +18.8% | +50.2% |
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