+98.1%
AGG vs IBN
+1,859.2%
-1,761.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | -0.4% | -2.3% | +1.9% | -0.4% |
| 3M | -0.3% | +15.9% | -16.1% | -0.3% |
| 6M | -1.2% | +5.6% | -6.8% | -1.2% |
| YTD | -0.4% | -0.1% | -0.3% | -0.4% |
| 1Y | +0.4% | -6.5% | +6.9% | +0.4% |
| 3Y | +13.4% | +29.3% | -15.9% | +13.4% |
| 5Y | -1.4% | +56.6% | -58.0% | -1.4% |
| 10Y | +14.8% | +314.4% | -299.5% | +15.3% |
| All | +98.1% | +1,859.2% | -1,761.1% | +98.9% |
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