+596.8%
AU vs IBN
+1,463.9%
-867.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.9% |
| 7D | +0.6% | -5.1% | +5.8% | +1.5% |
| 30D | +12.3% | -3.5% | +15.8% | +12.9% |
| 3M | +29.4% | +11.3% | +18.0% | +27.1% |
| 6M | +3.2% | +4.4% | -1.2% | +2.6% |
| YTD | +31.8% | -1.8% | +33.6% | +32.3% |
| 1Y | +83.4% | -8.0% | +91.4% | +85.6% |
| 3Y | +623.1% | +27.1% | +596.0% | +593.0% |
| 5Y | +700.5% | +54.5% | +646.0% | +636.9% |
| 10Y | +717.6% | +314.2% | +403.3% | +510.1% |
| All | +596.8% | +1,463.9% | -867.1% | +317.7% |
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