+30.5%
ALL vs IBN
+16.2%
+14.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.7% |
| 7D | -0.1% | +15.8% | -15.9% | -2.7% |
| 30D | +13.8% | +25.1% | -11.3% | +9.6% |
| 3M | -2.8% | +16.0% | -18.7% | -5.5% |
| 6M | +23.7% | +32.8% | -9.1% | +18.6% |
| YTD | +27.3% | +18.0% | +9.2% | +23.3% |
| 1Y | +30.5% | +15.9% | +14.7% | +27.6% |
| All | +30.5% | +16.2% | +14.4% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling