+332.2%
BHP vs IBN
+385.6%
-53.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | -4.5% | +22.1% | -26.6% | -10.7% |
| 3M | -6.9% | +17.1% | -24.0% | -11.8% |
| 6M | -10.6% | +35.5% | -46.1% | -19.3% |
| YTD | +37.2% | +16.8% | +20.4% | +29.8% |
| 1Y | +48.0% | +12.4% | +35.6% | +41.8% |
| 3Y | +52.6% | +58.0% | -5.5% | +28.9% |
| 5Y | +116.5% | +73.7% | +42.7% | +75.6% |
| All | +332.2% | +385.6% | -53.4% | +155.1% |
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