+8.2%
BR vs IBN
+54.0%
-45.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -5.0% | -5.1% | +0.1% | -3.6% |
| 30D | -2.5% | -3.5% | +1.1% | -1.5% |
| 3M | +13.5% | +11.3% | +2.2% | +9.9% |
| 6M | -9.4% | +4.4% | -13.8% | -10.8% |
| YTD | -23.3% | -1.8% | -21.5% | -23.2% |
| 1Y | -31.6% | -8.0% | -23.6% | -30.3% |
| 3Y | -5.1% | +27.1% | -32.1% | -15.0% |
| 5Y | +8.2% | +54.5% | -46.3% | -11.3% |
| All | +8.2% | +54.0% | -45.8% | -11.3% |
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