+5,269.5%
AGI vs IBN
+3,798.5%
+1,471.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -5.3% | -5.5% | +0.2% | -4.4% |
| 30D | +6.8% | -3.4% | +10.2% | +7.4% |
| 3M | +8.3% | +8.7% | -0.4% | +6.8% |
| 6M | -29.2% | +3.7% | -32.9% | -29.7% |
| YTD | -7.3% | -2.4% | -4.9% | -7.0% |
| 1Y | +8.0% | -8.1% | +16.1% | +9.3% |
| 3Y | +206.6% | +26.3% | +180.2% | +192.9% |
| 5Y | +398.1% | +54.9% | +343.2% | +356.2% |
| 10Y | +384.0% | +311.8% | +72.1% | +254.0% |
| All | +5,269.5% | +3,798.5% | +1,471.0% | +2,375.2% |
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 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