-16.2%
BN vs IBN
-5.9%
-10.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.4% |
| 7D | -5.2% | -3.0% | -2.2% | -3.9% |
| 30D | -14.5% | -1.5% | -13.0% | -13.9% |
| 3M | -15.0% | +7.9% | -22.9% | -18.1% |
| 6M | -5.4% | +8.6% | -14.0% | -9.8% |
| YTD | -16.4% | -0.6% | -15.9% | -18.0% |
| 1Y | -16.2% | -7.3% | -8.9% | -18.7% |
| All | -16.2% | -5.9% | -10.3% | -18.7% |
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 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