+371.6%
ALL vs IBN
+385.6%
-13.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +5.0% | +1.9% | +3.2% | +4.5% |
| 30D | +13.3% | +22.1% | -8.8% | +7.6% |
| 3M | +3.2% | +17.1% | -13.9% | -1.0% |
| 6M | +25.3% | +35.5% | -10.2% | +15.7% |
| YTD | +30.5% | +16.8% | +13.6% | +24.7% |
| 1Y | +29.2% | +12.4% | +16.8% | +24.7% |
| 3Y | +119.1% | +58.0% | +61.1% | +91.4% |
| 5Y | +162.6% | +73.7% | +88.9% | +121.8% |
| All | +371.6% | +385.6% | -13.9% | +211.7% |
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