-9.0%
BDX vs IBN
+25.8%
-34.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -3.6% | -5.1% | +1.5% | -2.3% |
| 30D | +0.7% | -3.5% | +4.2% | +1.6% |
| 3M | +19.0% | +11.3% | +7.6% | +16.1% |
| 6M | +10.8% | +4.4% | +6.3% | +9.5% |
| YTD | +20.1% | -1.8% | +21.9% | +20.2% |
| 1Y | +23.1% | -8.0% | +31.0% | +24.5% |
| All | -9.0% | +25.8% | -34.8% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling