+94.8%
BNS vs IBN
+52.7%
+42.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.2% | -5.5% | +3.3% | -0.5% |
| 30D | +4.5% | -3.4% | +7.9% | +5.6% |
| 3M | +14.9% | +8.7% | +6.2% | +12.0% |
| 6M | +32.5% | +3.7% | +28.8% | +30.7% |
| YTD | +28.6% | -2.4% | +31.0% | +29.0% |
| 1Y | +48.4% | -8.1% | +56.4% | +51.3% |
| 3Y | +130.8% | +26.3% | +104.5% | +107.1% |
| 5Y | +94.8% | +54.9% | +39.9% | +61.0% |
| All | +94.8% | +52.7% | +42.1% | +61.0% |
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