+114.8%
ALL vs IBN
+56.7%
+58.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -1.8% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | -4.7% | -2.3% | -2.4% | -4.2% |
| 3M | +18.4% | +15.9% | +2.5% | +14.3% |
| 6M | +20.5% | +5.6% | +14.9% | +18.7% |
| YTD | +23.5% | -0.1% | +23.6% | +23.2% |
| 1Y | +29.0% | -6.5% | +35.5% | +30.6% |
| 3Y | +153.7% | +29.3% | +124.4% | +133.9% |
| 5Y | +114.8% | +56.6% | +58.2% | +85.0% |
| All | +114.8% | +56.7% | +58.1% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling