-90.7%
AIG vs IBN
+1,463.9%
-1,554.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -1.4% | -5.1% | +3.7% | +0.4% |
| 30D | -3.3% | -3.5% | +0.2% | -2.1% |
| 3M | +2.2% | +11.3% | -9.1% | -1.7% |
| 6M | -2.1% | +4.4% | -6.6% | -3.9% |
| YTD | -11.2% | -1.8% | -9.4% | -11.2% |
| 1Y | -2.1% | -8.0% | +5.9% | 0.0% |
| 3Y | +34.4% | +27.1% | +7.3% | +20.7% |
| 5Y | +53.7% | +54.5% | -0.8% | +27.7% |
| 10Y | +64.4% | +314.2% | -249.8% | -9.8% |
| All | -90.7% | +1,463.9% | -1,554.7% | -96.4% |
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