+12.8%
AR vs IBN
+12.1%
+0.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | +7.4% | +1.9% | +5.5% | +8.1% |
| 30D | +5.8% | +22.1% | -16.3% | +13.9% |
| 3M | +5.2% | +17.1% | -11.9% | +11.4% |
| 6M | +5.4% | +35.5% | -30.1% | +20.1% |
| YTD | +12.4% | +16.8% | -4.4% | +19.8% |
| 1Y | +12.8% | +12.4% | +0.4% | +26.9% |
| All | +12.8% | +12.1% | +0.7% | +26.9% |
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 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