+364.8%
ALL vs IBN
+312.2%
+52.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.5% |
| 7D | -2.2% | -5.1% | +2.9% | -1.0% |
| 30D | -5.6% | -3.5% | -2.1% | -4.8% |
| 3M | +17.2% | +11.3% | +5.9% | +14.1% |
| 6M | +23.2% | +4.4% | +18.8% | +21.6% |
| YTD | +23.6% | -1.8% | +25.4% | +23.6% |
| 1Y | +29.2% | -8.0% | +37.1% | +31.1% |
| 3Y | +153.8% | +27.1% | +126.8% | +135.4% |
| 5Y | +116.1% | +54.5% | +61.6% | +88.8% |
| 10Y | +364.8% | +314.2% | +50.6% | +231.0% |
| All | +364.8% | +312.2% | +52.6% | +231.0% |
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