+96.8%
ALLY vs IBN
+518.2%
-421.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.5% |
| 7D | +0.9% | +15.1% | -14.2% | -5.2% |
| 30D | +3.1% | +21.6% | -18.6% | -5.5% |
| 3M | -12.6% | +11.2% | -23.8% | -16.7% |
| 6M | -12.4% | +27.8% | -40.2% | -21.5% |
| YTD | -13.2% | +14.7% | -27.8% | -18.6% |
| 1Y | +1.8% | +14.4% | -12.6% | -4.5% |
| 3Y | +58.0% | +52.1% | +5.9% | +28.7% |
| 5Y | -8.4% | +70.7% | -79.1% | -28.8% |
| 10Y | +195.3% | +385.5% | -190.3% | +50.8% |
| All | +96.8% | +518.2% | -421.3% | -2.2% |
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 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