-2.5%
AGG vs IBN
+55.4%
-58.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.9% | -5.5% | +4.5% | -0.8% |
| 30D | -1.0% | -3.4% | +2.5% | -0.9% |
| 3M | -1.3% | +8.7% | -10.0% | -1.5% |
| 6M | -2.1% | +3.7% | -5.8% | -2.2% |
| YTD | -1.2% | -2.4% | +1.1% | -1.3% |
| 1Y | -0.5% | -8.1% | +7.6% | -0.4% |
| 3Y | +12.4% | +26.3% | -13.9% | +11.4% |
| All | -2.5% | +55.4% | -58.0% | -3.6% |
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 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