+33.0%
BLK vs IBN
+58.3%
-25.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +0.7% |
| 7D | -3.3% | -3.0% | -0.3% | -1.9% |
| 30D | -6.5% | -1.5% | -5.0% | -5.9% |
| 3M | +6.7% | +7.9% | -1.2% | +2.7% |
| 6M | +14.7% | +8.6% | +6.1% | +9.9% |
| YTD | +2.5% | -0.6% | +3.1% | +2.2% |
| 1Y | -2.8% | -7.3% | +4.6% | -0.1% |
| 3Y | +65.9% | +26.2% | +39.6% | +41.2% |
| All | +33.0% | +58.3% | -25.3% | -3.4% |
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 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