+1,247.8%
BDX vs IBN
+1,532.9%
-285.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | +8.3% | -0.3% | +8.6% | +8.3% |
| 3M | +24.4% | +17.1% | +7.3% | +22.2% |
| 6M | +9.2% | +3.4% | +5.8% | +8.7% |
| YTD | +22.7% | +2.5% | +20.2% | +22.3% |
| 1Y | +25.9% | -4.2% | +30.0% | +26.3% |
| 3Y | -10.5% | +32.4% | -42.9% | -13.6% |
| 5Y | +1.9% | +59.2% | -57.3% | -4.1% |
| 10Y | +58.7% | +345.7% | -287.0% | +30.6% |
| All | +1,247.8% | +1,532.9% | -285.2% | +871.3% |
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