+290.2%
BN vs IBN
+385.6%
-95.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -1.0% | +1.9% | -2.8% | -1.7% |
| 30D | +14.0% | +22.1% | -8.1% | +4.7% |
| 3M | -9.0% | +17.1% | -26.1% | -15.0% |
| 6M | -8.8% | +35.5% | -44.4% | -20.0% |
| YTD | -10.3% | +16.8% | -27.1% | -16.3% |
| 1Y | -5.8% | +12.4% | -18.2% | -10.7% |
| 3Y | +94.8% | +58.0% | +36.7% | +58.3% |
| 5Y | +31.5% | +73.7% | -42.3% | +2.6% |
| All | +290.2% | +385.6% | -95.3% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling