-27.8%
BB vs IBN
+54.0%
-81.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.5% |
| 7D | +1.8% | -5.1% | +6.9% | +4.8% |
| 30D | -12.2% | -3.5% | -8.7% | -10.6% |
| 3M | -12.3% | +11.3% | -23.6% | -18.1% |
| 6M | +122.7% | +4.4% | +118.3% | +115.4% |
| YTD | +104.5% | -1.8% | +106.3% | +104.5% |
| 1Y | +106.7% | -8.0% | +114.6% | +113.3% |
| 3Y | +70.0% | +27.1% | +42.9% | +34.6% |
| 5Y | -27.8% | +54.5% | -82.3% | -51.8% |
| All | -27.8% | +54.0% | -81.8% | -51.8% |
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