+69.4%
ALLY vs IBN
+32.1%
+37.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +3.7% | +1.4% | +2.3% | +3.1% |
| 30D | -2.3% | -0.3% | -1.9% | -2.2% |
| 3M | +3.8% | +17.1% | -13.3% | -2.8% |
| 6M | +9.7% | +3.4% | +6.3% | +7.6% |
| YTD | -1.4% | +2.5% | -3.9% | -3.0% |
| 1Y | +8.2% | -4.2% | +12.4% | +8.8% |
| All | +69.4% | +32.1% | +37.3% | +44.2% |
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