+1,469.0%
BNS vs IBN
+2,825.5%
-1,356.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | +1.8% | -2.2% | +4.0% | +2.4% |
| 30D | +4.5% | -2.3% | +6.8% | +5.2% |
| 3M | +15.8% | +15.9% | -0.1% | +11.3% |
| 6M | +31.5% | +5.6% | +25.9% | +29.4% |
| YTD | +28.6% | -0.1% | +28.7% | +28.3% |
| 1Y | +48.2% | -6.5% | +54.7% | +50.2% |
| 3Y | +130.8% | +29.3% | +101.5% | +112.4% |
| 5Y | +94.9% | +56.6% | +38.3% | +68.7% |
| 10Y | +179.6% | +314.4% | -134.8% | +77.3% |
| All | +1,469.0% | +2,825.5% | -1,356.5% | +525.7% |
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 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