-47.2%
C vs IBN
+1,753.3%
-1,800.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +4.7% | +5.7% | -1.0% | +2.5% |
| 30D | +0.2% | +20.5% | -20.3% | -7.0% |
| 3M | -9.3% | +15.2% | -24.6% | -14.5% |
| 6M | -0.8% | +34.5% | -35.4% | -11.9% |
| YTD | +8.5% | +16.4% | -7.9% | +1.8% |
| 1Y | +23.1% | +13.5% | +9.5% | +16.5% |
| 3Y | +220.8% | +55.4% | +165.3% | +165.6% |
| 5Y | +112.4% | +73.1% | +39.3% | +67.6% |
| 10Y | +217.9% | +383.7% | -165.8% | +60.3% |
| All | -47.2% | +1,753.3% | -1,800.5% | -82.7% |
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