+470.9%
COMP vs IBN
+56.2%
+414.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.6% |
| 7D | +14.5% | +14.6% | -0.1% | +4.8% |
| 30D | +14.9% | +23.5% | -8.6% | +0.2% |
| 3M | -14.2% | +14.0% | -28.2% | -21.3% |
| 6M | +23.7% | +31.1% | -7.4% | +4.5% |
| YTD | +2.1% | +16.6% | -14.5% | -9.4% |
| 1Y | +26.2% | +14.9% | +11.3% | +12.5% |
| 3Y | +470.9% | +56.9% | +414.0% | +300.2% |
| All | +470.9% | +56.2% | +414.7% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling