-27.6%
AR vs IBN
+562.8%
-590.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.5% |
| 7D | -5.8% | +15.8% | -21.5% | -9.6% |
| 30D | +4.8% | +25.1% | -20.2% | -1.6% |
| 3M | +1.5% | +16.0% | -14.4% | -2.8% |
| 6M | +4.7% | +32.8% | -28.1% | -3.7% |
| YTD | +9.2% | +18.0% | -8.8% | +3.0% |
| 1Y | +11.2% | +15.9% | -4.7% | +5.5% |
| 3Y | +46.2% | +57.6% | -11.4% | +25.0% |
| 5Y | +98.1% | +74.7% | +23.4% | +63.2% |
| 10Y | +54.5% | +373.9% | -319.4% | -4.1% |
| All | -27.6% | +562.8% | -590.4% | -55.6% |
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