+678.6%
AU vs IBN
+58.3%
+620.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -4.3% | -3.0% | -1.3% | -3.7% |
| 30D | +7.3% | -1.5% | +8.8% | +7.6% |
| 3M | +26.3% | +7.9% | +18.4% | +24.4% |
| 6M | +1.8% | +8.6% | -6.9% | 0.0% |
| YTD | +26.8% | -0.6% | +27.4% | +26.0% |
| 1Y | +66.7% | -7.3% | +74.0% | +66.8% |
| 3Y | +579.1% | +26.2% | +552.9% | +555.3% |
| All | +678.6% | +58.3% | +620.3% | +692.6% |
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