+13.7%
AR vs IBN
+4.2%
+9.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.0% | -5.0% |
| 7D | -11.1% | +8.9% | -20.0% | -8.6% |
| 30D | +7.9% | +12.6% | -4.8% | +12.2% |
| 3M | +4.9% | +3.1% | +1.8% | +5.6% |
| 6M | -5.3% | +20.6% | -25.9% | +2.2% |
| YTD | +8.6% | +5.8% | +2.8% | +11.7% |
| 1Y | +13.7% | +3.7% | +10.0% | +20.3% |
| All | +13.7% | +4.2% | +9.5% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling