+753.3%
BKNG vs IBN
+1,454.8%
-701.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -5.5% | -5.2% | -9.1% |
| 30D | -18.1% | -3.4% | -14.7% | -17.2% |
| 3M | +8.5% | +8.7% | -0.2% | +6.0% |
| 6M | -0.1% | +3.7% | -3.8% | -1.1% |
| YTD | -18.2% | -2.4% | -15.9% | -17.7% |
| 1Y | -19.9% | -8.1% | -11.8% | -18.1% |
| 3Y | +41.6% | +26.3% | +15.3% | +30.7% |
| 5Y | +93.1% | +54.9% | +38.2% | +68.2% |
| 10Y | +214.8% | +311.8% | -97.0% | +98.1% |
| All | +753.3% | +1,454.8% | -701.5% | +123.3% |
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