+35.9%
BN vs IBN
+73.9%
-38.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -2.0% |
| 7D | +4.3% | +15.8% | -11.5% | -4.1% |
| 30D | +14.3% | +25.1% | -10.8% | +0.6% |
| 3M | -4.1% | +16.0% | -20.1% | -12.0% |
| 6M | -9.7% | +32.8% | -42.4% | -23.4% |
| YTD | -7.1% | +18.0% | -25.2% | -16.0% |
| 1Y | -7.4% | +15.9% | -23.3% | -15.5% |
| 3Y | +102.3% | +57.6% | +44.7% | +48.1% |
| 5Y | +35.9% | +74.7% | -38.8% | -9.3% |
| All | +35.9% | +73.9% | -38.0% | -9.3% |
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 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