-57.8%
BB vs IBN
+1,760.3%
-1,818.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +1.8% | +1.9% | 0.0% | +1.3% |
| 30D | +8.1% | +22.1% | -14.0% | +1.9% |
| 3M | -1.0% | +17.1% | -18.1% | -5.7% |
| 6M | +45.9% | +35.5% | +10.4% | +32.9% |
| YTD | +134.8% | +16.8% | +118.0% | +123.1% |
| 1Y | +104.6% | +12.4% | +92.2% | +96.5% |
| 3Y | +152.8% | +58.0% | +94.8% | +118.1% |
| 5Y | -17.4% | +73.7% | -91.2% | -30.3% |
| 10Y | +22.4% | +385.6% | -363.1% | -26.2% |
| All | -57.8% | +1,760.3% | -1,818.1% | -85.6% |
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