+2.4%
ALLY vs IBN
+4.2%
-1.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +1.8% |
| 7D | +2.4% | +8.9% | -6.5% | -2.2% |
| 30D | +5.6% | +12.6% | -7.1% | -1.0% |
| 3M | -11.7% | +3.1% | -14.8% | -13.2% |
| 6M | -7.0% | +20.6% | -27.6% | -16.2% |
| YTD | -10.4% | +5.8% | -16.2% | -14.4% |
| 1Y | +2.4% | +3.7% | -1.3% | -2.0% |
| All | +2.4% | +4.2% | -1.8% | -2.0% |
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 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