+123.4%
ALLY vs IBN
+452.7%
-329.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +3.7% | +1.4% | +2.3% | +3.0% |
| 30D | -2.3% | -0.3% | -1.9% | -2.2% |
| 3M | +3.8% | +17.1% | -13.3% | -3.2% |
| 6M | +9.7% | +3.4% | +6.3% | +7.9% |
| YTD | -1.4% | +2.5% | -3.9% | -2.8% |
| 1Y | +8.2% | -4.2% | +12.4% | +9.6% |
| 3Y | +66.5% | +32.4% | +34.1% | +44.4% |
| 5Y | +1.2% | +59.2% | -58.0% | -18.9% |
| 10Y | +191.4% | +345.7% | -154.2% | +55.2% |
| All | +123.4% | +452.7% | -329.2% | +16.9% |
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