-30.6%
AR vs IBN
+543.9%
-574.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -2.0% |
| 7D | -14.3% | +15.1% | -29.3% | -17.7% |
| 30D | +1.4% | +21.6% | -20.2% | -4.1% |
| 3M | +3.4% | +11.2% | -7.8% | +0.1% |
| 6M | -2.1% | +27.8% | -29.8% | -9.0% |
| YTD | +4.7% | +14.7% | -10.0% | -0.5% |
| 1Y | +10.6% | +14.4% | -3.8% | +5.2% |
| 3Y | +24.6% | +52.1% | -27.5% | +7.5% |
| 5Y | +71.9% | +70.7% | +1.2% | +42.5% |
| 10Y | +46.4% | +385.5% | -339.2% | -9.4% |
| All | -30.6% | +543.9% | -574.6% | -57.1% |
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