-49.1%
COMP vs IBN
+122.3%
-171.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | +2.2% | +11.1% | -8.9% | -5.6% |
| 30D | +16.3% | +23.9% | -7.5% | -0.6% |
| 3M | -19.1% | +16.3% | -35.5% | -27.7% |
| 6M | +17.1% | +34.2% | -17.1% | -5.3% |
| YTD | -2.9% | +17.6% | -20.5% | -14.1% |
| 1Y | +8.8% | +13.8% | -5.0% | -1.9% |
| 3Y | +423.5% | +57.0% | +366.5% | +255.6% |
| 5Y | -10.5% | +75.3% | -85.8% | -44.8% |
| All | -49.1% | +122.3% | -171.3% | -71.2% |
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