+45.6%
C vs IBN
-6.3%
+51.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +3.2% | -2.2% | +5.4% | +4.1% |
| 30D | +1.3% | -2.3% | +3.6% | +2.2% |
| 3M | +3.1% | +15.9% | -12.7% | -2.5% |
| 6M | +29.6% | +5.6% | +24.0% | +24.5% |
| YTD | +19.0% | -0.1% | +19.0% | +15.8% |
| 1Y | +45.6% | -6.5% | +52.2% | +39.3% |
| All | +45.6% | -6.3% | +51.9% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling