+120.4%
AS vs IBN
+27.0%
+93.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | -4.9% | +1.4% | -6.3% | -5.5% |
| 30D | -19.6% | -0.3% | -19.3% | -19.5% |
| 3M | -14.4% | +17.1% | -31.5% | -19.7% |
| 6M | -20.1% | +3.4% | -23.5% | -22.2% |
| YTD | -20.9% | +2.5% | -23.5% | -22.9% |
| 1Y | -21.9% | -4.2% | -17.7% | -22.8% |
| All | +120.4% | +27.0% | +93.4% | +113.8% |
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