+58.0%
ALLY vs IBN
+51.2%
+6.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.3% |
| 7D | +0.9% | +15.1% | -14.2% | -4.7% |
| 30D | +3.1% | +21.6% | -18.6% | -4.9% |
| 3M | -12.6% | +11.2% | -23.8% | -16.4% |
| 6M | -12.4% | +27.8% | -40.2% | -20.8% |
| YTD | -13.2% | +14.7% | -27.8% | -18.5% |
| 1Y | +1.8% | +14.4% | -12.6% | -4.5% |
| 3Y | +58.0% | +52.1% | +5.9% | +30.0% |
| All | +58.0% | +51.2% | +6.7% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling