-63.5%
BB vs IBN
+1,532.9%
-1,596.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.6% | +1.4% | -7.0% | -6.0% |
| 30D | -11.8% | -0.3% | -11.5% | -11.8% |
| 3M | -25.5% | +17.1% | -42.6% | -29.0% |
| 6M | +121.3% | +3.4% | +117.9% | +118.5% |
| YTD | +103.2% | +2.5% | +100.6% | +100.9% |
| 1Y | +102.6% | -4.2% | +106.8% | +103.7% |
| 3Y | +37.5% | +32.4% | +5.1% | +25.3% |
| 5Y | -30.4% | +59.2% | -89.6% | -39.6% |
| 10Y | 0.0% | +345.7% | -345.7% | -38.2% |
| All | -63.5% | +1,532.9% | -1,596.4% | -87.0% |
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 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