+133.7%
AS vs IBN
+36.3%
+97.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.3% | -4.0% |
| 7D | +7.1% | +11.7% | -4.6% | +2.1% |
| 30D | +12.8% | +16.1% | -3.3% | +5.8% |
| 3M | -14.7% | +7.0% | -21.7% | -17.4% |
| 6M | -9.9% | +26.1% | -36.0% | -18.2% |
| YTD | -16.1% | +10.1% | -26.2% | -20.8% |
| 1Y | +0.2% | +8.0% | -7.8% | -5.1% |
| All | +133.7% | +36.3% | +97.4% | +119.5% |
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