+575.6%
AU vs IBN
+25.1%
+550.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.1% |
| 7D | -7.0% | -5.5% | -1.5% | -5.1% |
| 30D | +7.3% | -3.4% | +10.7% | +8.6% |
| 3M | +33.2% | +8.7% | +24.5% | +29.4% |
| 6M | -0.6% | +3.7% | -4.3% | -2.4% |
| YTD | +26.2% | -2.4% | +28.5% | +25.3% |
| 1Y | +68.3% | -8.1% | +76.3% | +68.6% |
| All | +575.6% | +25.1% | +550.5% | +522.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling