+10,529.3%
BN vs IBN
+1,772.2%
+8,757.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.4% | +11.1% | -13.5% | -5.1% |
| 30D | +13.5% | +23.9% | -10.3% | +7.4% |
| 3M | -5.9% | +16.3% | -22.2% | -9.6% |
| 6M | -8.9% | +34.2% | -43.1% | -15.7% |
| YTD | -7.9% | +17.6% | -25.4% | -11.7% |
| 1Y | -8.3% | +13.8% | -22.1% | -11.4% |
| 3Y | +100.8% | +57.0% | +43.8% | +77.7% |
| 5Y | +38.2% | +75.3% | -37.1% | +19.2% |
| 10Y | +302.3% | +388.7% | -86.3% | +161.8% |
| All | +10,529.3% | +1,772.2% | +8,757.1% | +4,453.2% |
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