+3,608.8%
BHP vs IBN
+1,532.9%
+2,075.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.3% |
| 30D | +3.4% | -0.3% | +3.7% | +3.5% |
| 3M | +4.1% | +17.1% | -13.0% | -1.1% |
| 6M | +20.6% | +3.4% | +17.2% | +19.2% |
| YTD | +56.1% | +2.5% | +53.5% | +54.6% |
| 1Y | +69.6% | -4.2% | +73.8% | +71.1% |
| 3Y | +78.8% | +32.4% | +46.4% | +61.1% |
| 5Y | +113.1% | +59.2% | +53.9% | +78.6% |
| 10Y | +505.9% | +345.7% | +160.2% | +241.9% |
| All | +3,608.8% | +1,532.9% | +2,075.9% | +1,232.0% |
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