-12.8%
COMP vs IBN
+75.1%
-87.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.7% | -8.4% |
| 7D | +7.2% | +15.8% | -8.6% | -5.0% |
| 30D | +6.4% | +25.1% | -18.7% | -11.4% |
| 3M | -19.4% | +16.0% | -35.4% | -28.7% |
| 6M | +14.6% | +32.8% | -18.2% | -8.9% |
| YTD | -5.5% | +18.0% | -23.5% | -17.9% |
| 1Y | +13.7% | +15.9% | -2.2% | -0.2% |
| 3Y | +409.7% | +57.6% | +352.0% | +219.7% |
| All | -12.8% | +75.1% | -87.9% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling