+286.5%
C vs IBN
+312.4%
-25.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | +3.2% | -2.2% | +5.4% | +4.2% |
| 30D | +1.3% | -2.3% | +3.6% | +2.3% |
| 3M | +3.1% | +15.9% | -12.7% | -3.5% |
| 6M | +29.6% | +5.6% | +24.0% | +26.3% |
| YTD | +19.0% | -0.1% | +19.0% | +18.6% |
| 1Y | +45.6% | -6.5% | +52.2% | +49.0% |
| 3Y | +269.3% | +29.3% | +240.0% | +222.0% |
| 5Y | +131.6% | +56.6% | +75.0% | +82.5% |
| 10Y | +286.5% | +314.4% | -27.8% | +111.4% |
| All | +286.5% | +312.4% | -25.8% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling