-22.4%
BA vs IBN
+72.7%
-95.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -0.6% | +5.7% | -6.3% | -3.3% |
| 30D | -8.0% | +20.5% | -28.5% | -16.4% |
| 3M | -25.8% | +15.2% | -41.0% | -31.1% |
| 6M | -27.6% | +34.5% | -62.1% | -37.8% |
| YTD | -21.0% | +16.4% | -37.4% | -27.5% |
| 1Y | -12.3% | +13.5% | -25.8% | -18.5% |
| 3Y | -12.8% | +55.4% | -68.2% | -35.8% |
| 5Y | -22.4% | +73.1% | -95.4% | -50.0% |
| All | -22.4% | +72.7% | -95.1% | -50.0% |
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