-49.3%
COMP vs IBN
+116.8%
-166.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.6% | +7.7% |
| 7D | +13.4% | +15.1% | -1.6% | +2.3% |
| 30D | +11.1% | +21.6% | -10.5% | -3.7% |
| 3M | -18.8% | +11.2% | -30.0% | -25.0% |
| 6M | +10.5% | +27.8% | -17.3% | -7.4% |
| YTD | -3.4% | +14.7% | -18.1% | -12.9% |
| 1Y | +19.7% | +14.4% | +5.3% | +7.8% |
| 3Y | +381.6% | +52.1% | +329.5% | +235.3% |
| 5Y | -17.6% | +70.7% | -88.3% | -48.2% |
| All | -49.3% | +116.8% | -166.1% | -70.8% |
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