+9,003.9%
BLK vs IBN
+1,463.9%
+7,540.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -2.7% | -5.1% | +2.4% | -1.3% |
| 30D | -4.8% | -3.5% | -1.2% | -3.9% |
| 3M | +6.5% | +11.3% | -4.8% | +3.4% |
| 6M | +13.1% | +4.4% | +8.7% | +11.8% |
| YTD | +1.8% | -1.8% | +3.6% | +2.2% |
| 1Y | -1.0% | -8.0% | +7.0% | +1.0% |
| 3Y | +66.0% | +27.1% | +38.9% | +54.2% |
| 5Y | +31.2% | +54.5% | -23.2% | +15.7% |
| 10Y | +278.5% | +314.2% | -35.7% | +145.8% |
| All | +9,003.9% | +1,463.9% | +7,540.0% | +4,666.5% |
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 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