+672.3%
AU vs IBN
+324.2%
+348.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -4.3% | -3.0% | -1.3% | -3.9% |
| 30D | +7.3% | -1.5% | +8.8% | +7.5% |
| 3M | +26.3% | +7.9% | +18.4% | +25.1% |
| 6M | +1.8% | +8.6% | -6.9% | +0.7% |
| YTD | +26.8% | -0.6% | +27.4% | +26.7% |
| 1Y | +66.7% | -7.3% | +74.0% | +67.6% |
| 3Y | +579.1% | +26.2% | +552.9% | +560.0% |
| 5Y | +689.3% | +57.8% | +631.5% | +651.2% |
| All | +672.3% | +324.2% | +348.1% | +560.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling