+126.6%
BHP vs IBN
+54.0%
+72.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +0.9% | -5.1% | +6.0% | +2.6% |
| 30D | +4.0% | -3.5% | +7.6% | +5.2% |
| 3M | +11.3% | +11.3% | -0.1% | +7.3% |
| 6M | +29.3% | +4.4% | +24.9% | +27.1% |
| YTD | +59.2% | -1.8% | +61.0% | +59.4% |
| 1Y | +80.8% | -8.0% | +88.8% | +84.1% |
| 3Y | +88.0% | +27.1% | +60.9% | +70.7% |
| 5Y | +126.6% | +54.5% | +72.1% | +89.5% |
| All | +126.6% | +54.0% | +72.6% | +89.5% |
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 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