+337.4%
AGI vs IBN
+324.2%
+13.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -2.7% | -3.0% | +0.3% | -2.4% |
| 30D | +7.2% | -1.5% | +8.8% | +7.4% |
| 3M | +4.3% | +7.9% | -3.7% | +3.3% |
| 6M | -27.1% | +8.6% | -35.7% | -27.8% |
| YTD | -6.6% | -0.6% | -6.1% | -6.7% |
| 1Y | +9.5% | -7.3% | +16.8% | +10.1% |
| 3Y | +208.4% | +26.2% | +182.2% | +199.6% |
| 5Y | +401.6% | +57.8% | +343.8% | +377.5% |
| All | +337.4% | +324.2% | +13.2% | +251.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling