-35.0%
AUR vs IBN
+79.1%
-114.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +1.2% |
| 7D | +11.1% | -5.1% | +16.2% | +15.6% |
| 30D | -6.9% | -3.5% | -3.4% | -4.4% |
| 3M | +5.5% | +11.3% | -5.8% | -3.5% |
| 6M | +41.0% | +4.4% | +36.6% | +35.6% |
| YTD | +69.3% | -1.8% | +71.1% | +70.0% |
| 1Y | +14.0% | -8.0% | +22.0% | +19.5% |
| 3Y | +90.1% | +27.1% | +63.0% | +52.9% |
| 5Y | -34.4% | +54.5% | -88.9% | -53.1% |
| All | -35.0% | +79.1% | -114.1% | -53.1% |
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 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