+2,017.1%
ALL vs IBN
+1,756.6%
+260.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -3.9% | +14.6% | -18.5% | -6.7% |
| 30D | +10.6% | +23.5% | -12.9% | +5.6% |
| 3M | -4.6% | +14.0% | -18.5% | -7.3% |
| 6M | +20.2% | +31.1% | -10.9% | +13.0% |
| YTD | +23.7% | +16.6% | +7.1% | +19.1% |
| 1Y | +27.9% | +14.9% | +13.0% | +23.5% |
| 3Y | +109.2% | +56.9% | +52.3% | +87.1% |
| 5Y | +148.0% | +69.7% | +78.3% | +116.5% |
| 10Y | +363.8% | +365.4% | -1.6% | +210.3% |
| All | +2,017.1% | +1,756.6% | +260.6% | +980.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling