-49.3%
C vs IBN
+1,726.4%
-1,775.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -1.1% |
| 7D | -2.4% | +15.1% | -17.5% | -7.7% |
| 30D | -6.0% | +21.6% | -27.6% | -13.1% |
| 3M | -10.5% | +11.2% | -21.7% | -14.5% |
| 6M | -5.7% | +27.8% | -33.5% | -14.5% |
| YTD | +4.1% | +14.7% | -10.5% | -1.8% |
| 1Y | +20.5% | +14.4% | +6.1% | +13.7% |
| 3Y | +208.1% | +52.1% | +156.0% | +157.3% |
| 5Y | +110.4% | +70.7% | +39.7% | +66.9% |
| 10Y | +234.6% | +385.5% | -150.9% | +68.3% |
| All | -49.3% | +1,726.4% | -1,775.7% | -83.3% |
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 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