+29.2%
ALL vs IBN
+12.1%
+17.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +5.0% | +1.9% | +3.2% | +4.8% |
| 30D | +13.3% | +22.1% | -8.8% | +9.6% |
| 3M | +3.2% | +17.1% | -13.9% | +0.3% |
| 6M | +25.3% | +35.5% | -10.2% | +20.0% |
| YTD | +30.5% | +16.8% | +13.6% | +26.5% |
| 1Y | +29.2% | +12.4% | +16.8% | +27.1% |
| All | +29.2% | +12.1% | +17.1% | +27.1% |
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