+44.2%
AR vs IBN
+319.4%
-275.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -1.8% | -2.2% | +0.4% | -1.2% |
| 30D | +12.6% | -2.3% | +14.9% | +13.3% |
| 3M | +10.0% | +15.9% | -5.8% | +4.9% |
| 6M | +0.6% | +5.6% | -4.9% | -1.8% |
| YTD | +13.4% | -0.1% | +13.5% | +12.1% |
| 1Y | +21.7% | -6.5% | +28.2% | +22.8% |
| 3Y | +45.8% | +29.3% | +16.5% | +30.1% |
| 5Y | +144.3% | +56.6% | +87.7% | +102.9% |
| All | +44.2% | +319.4% | -275.3% | -7.7% |
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