+54.3%
AR vs IBN
+385.6%
-331.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +7.4% | +1.9% | +5.5% | +6.8% |
| 30D | +5.8% | +22.1% | -16.3% | -0.8% |
| 3M | +5.2% | +17.1% | -11.9% | -0.1% |
| 6M | +5.4% | +35.5% | -30.1% | -4.7% |
| YTD | +12.4% | +16.8% | -4.4% | +5.6% |
| 1Y | +12.8% | +12.4% | +0.4% | +7.4% |
| 3Y | +47.2% | +58.0% | -10.9% | +22.5% |
| 5Y | +101.1% | +73.7% | +27.4% | +60.8% |
| All | +54.3% | +385.6% | -331.2% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling