+2,065.4%
ALL vs IBN
+1,532.9%
+532.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -1.5% | -0.3% | -1.2% | -1.4% |
| 3M | +23.6% | +17.1% | +6.5% | +19.4% |
| 6M | +22.3% | +3.4% | +18.9% | +21.1% |
| YTD | +26.5% | +2.5% | +24.0% | +25.3% |
| 1Y | +27.0% | -4.2% | +31.2% | +27.5% |
| 3Y | +149.6% | +32.4% | +117.2% | +131.7% |
| 5Y | +118.1% | +59.2% | +58.9% | +92.9% |
| 10Y | +369.0% | +345.7% | +23.3% | +215.9% |
| All | +2,065.4% | +1,532.9% | +532.5% | +1,036.8% |
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