+180.8%
ALLY vs IBN
+312.4%
-131.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.1% |
| 7D | +1.0% | -2.2% | +3.2% | +2.1% |
| 30D | -3.3% | -2.3% | -1.0% | -2.2% |
| 3M | +0.5% | +15.9% | -15.4% | -6.6% |
| 6M | +12.6% | +5.6% | +7.0% | +9.4% |
| YTD | -4.7% | -0.1% | -4.6% | -5.0% |
| 1Y | +5.2% | -6.5% | +11.8% | +8.0% |
| 3Y | +66.5% | +29.3% | +37.2% | +43.2% |
| 5Y | +0.2% | +56.6% | -56.3% | -21.6% |
| 10Y | +180.8% | +314.4% | -133.6% | +48.1% |
| All | +180.8% | +312.4% | -131.6% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling