+1,172.5%
BR vs IBN
+401.3%
+771.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.2% |
| 7D | -5.3% | +1.4% | -6.7% | -5.6% |
| 30D | +6.4% | -0.3% | +6.8% | +6.5% |
| 3M | +13.6% | +17.1% | -3.5% | +9.4% |
| 6M | -6.7% | +3.4% | -10.1% | -7.7% |
| YTD | -21.1% | +2.5% | -23.6% | -21.9% |
| 1Y | -29.6% | -4.2% | -25.4% | -29.2% |
| 3Y | -2.4% | +32.4% | -34.8% | -9.9% |
| 5Y | +11.2% | +59.2% | -47.9% | -2.3% |
| 10Y | +191.8% | +345.7% | -153.9% | +89.5% |
| All | +1,172.5% | +401.3% | +771.2% | +484.1% |
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