+55.4%
BDX vs IBN
+316.4%
-261.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.4% | -5.5% | +0.1% | -4.4% |
| 30D | -2.2% | -3.4% | +1.2% | -1.5% |
| 3M | +20.1% | +8.7% | +11.4% | +18.2% |
| 6M | +9.1% | +3.7% | +5.3% | +8.2% |
| YTD | +17.9% | -2.4% | +20.3% | +18.2% |
| 1Y | +22.1% | -8.1% | +30.2% | +23.7% |
| 3Y | -10.5% | +26.3% | -36.9% | -14.9% |
| 5Y | -2.6% | +54.9% | -57.5% | -11.5% |
| All | +55.4% | +316.4% | -261.0% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling