+19.7%
COMP vs IBN
+14.0%
+5.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.6% | +6.5% |
| 7D | +13.4% | +15.1% | -1.6% | -1.7% |
| 30D | +11.1% | +21.6% | -10.5% | -9.1% |
| 3M | -18.8% | +11.2% | -30.0% | -27.3% |
| 6M | +10.5% | +27.8% | -17.3% | -13.9% |
| YTD | -3.4% | +14.7% | -18.1% | -24.7% |
| 1Y | +19.7% | +14.4% | +5.3% | -6.9% |
| All | +19.7% | +14.0% | +5.7% | -6.9% |
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