-13.6%
BKNG vs IBN
+4.2%
-17.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.8% | +6.1% | +7.4% |
| 7D | +15.6% | +8.9% | +6.6% | +9.9% |
| 30D | +8.0% | +12.6% | -4.7% | +0.7% |
| 3M | -11.8% | +3.1% | -14.8% | -13.4% |
| 6M | +3.8% | +20.6% | -16.8% | -6.1% |
| YTD | -19.6% | +5.8% | -25.4% | -23.0% |
| 1Y | -13.6% | +3.7% | -17.2% | -17.2% |
| All | -13.6% | +4.2% | -17.8% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling