+477.8%
BHP vs IBN
+316.4%
+161.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.1% |
| 7D | -3.7% | -5.5% | +1.7% | -2.0% |
| 30D | -0.8% | -3.4% | +2.6% | +0.2% |
| 3M | +7.6% | +8.7% | -1.1% | +4.6% |
| 6M | +20.8% | +3.7% | +17.1% | +19.2% |
| YTD | +50.8% | -2.4% | +53.1% | +51.6% |
| 1Y | +70.9% | -8.1% | +79.0% | +74.6% |
| 3Y | +78.0% | +26.3% | +51.7% | +62.4% |
| 5Y | +113.1% | +54.9% | +58.2% | +79.7% |
| All | +477.8% | +316.4% | +161.3% | +262.4% |
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