+264.0%
AG vs IBN
+514.5%
-250.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.0% |
| 7D | -6.0% | +5.7% | -11.8% | -7.7% |
| 30D | -14.3% | +20.5% | -34.8% | -19.2% |
| 3M | -26.9% | +15.2% | -42.2% | -30.2% |
| 6M | -42.1% | +34.5% | -76.6% | -47.3% |
| YTD | -15.9% | +16.4% | -32.2% | -20.0% |
| 1Y | +11.5% | +13.5% | -2.0% | +6.8% |
| 3Y | +208.0% | +55.4% | +152.5% | +167.1% |
| 5Y | +2.4% | +73.1% | -70.6% | -15.0% |
| 10Y | +77.0% | +383.7% | -306.7% | -1.0% |
| All | +264.0% | +514.5% | -250.5% | +34.8% |
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