+276.4%
B vs IBN
+1,726.4%
-1,449.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | +0.1% |
| 7D | +9.6% | +15.1% | -5.5% | +8.0% |
| 30D | +3.5% | +21.6% | -18.1% | +1.5% |
| 3M | -1.6% | +11.2% | -12.8% | -2.7% |
| 6M | -1.7% | +27.8% | -29.4% | -4.1% |
| YTD | -5.3% | +14.7% | -20.0% | -6.7% |
| 1Y | +27.2% | +14.4% | +12.8% | +25.4% |
| 3Y | +166.1% | +52.1% | +114.0% | +154.5% |
| 5Y | +136.5% | +70.7% | +65.8% | +122.5% |
| 10Y | +172.2% | +385.5% | -213.3% | +123.6% |
| All | +276.4% | +1,726.4% | -1,449.9% | +172.5% |
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