+142.2%
AS vs IBN
+44.4%
+97.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.4% |
| 7D | +5.8% | +14.6% | -8.8% | -0.3% |
| 30D | +15.4% | +23.5% | -8.2% | +5.3% |
| 3M | -11.9% | +14.0% | -25.9% | -16.9% |
| 6M | -9.9% | +31.1% | -41.0% | -19.7% |
| YTD | -13.1% | +16.6% | -29.7% | -20.0% |
| 1Y | +9.9% | +14.9% | -5.0% | +1.5% |
| All | +142.2% | +44.4% | +97.9% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling