+27.6%
BDX vs IBN
+73.5%
-45.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.9% | +1.9% | +1.0% | +2.4% |
| 30D | +15.4% | +22.1% | -6.7% | +10.1% |
| 3M | +20.5% | +17.1% | +3.4% | +16.0% |
| 6M | +53.2% | +35.5% | +17.6% | +42.6% |
| YTD | +45.7% | +16.8% | +28.9% | +39.9% |
| 1Y | +47.3% | +12.4% | +34.9% | +42.5% |
| 3Y | +25.1% | +58.0% | -33.0% | +12.1% |
| All | +27.6% | +73.5% | -45.9% | +11.9% |
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