+24.0%
B vs IBN
+14.7%
+9.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.6% | +3.4% |
| 7D | +11.3% | +14.6% | -3.3% | +4.2% |
| 30D | +2.9% | +23.5% | -20.6% | -7.1% |
| 3M | -2.9% | +14.0% | -16.9% | -8.9% |
| 6M | -1.2% | +31.1% | -32.3% | -13.4% |
| YTD | -1.3% | +16.6% | -17.9% | -12.1% |
| All | +24.0% | +14.7% | +9.3% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling