-54.2%
COMP vs IBN
+108.1%
-162.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +4.1% | -12.2% | -11.1% |
| 7D | -1.8% | +11.7% | -13.5% | -9.7% |
| 30D | -0.8% | +16.1% | -16.8% | -11.2% |
| 3M | -28.1% | +7.0% | -35.1% | -31.8% |
| 6M | +27.0% | +26.1% | +0.9% | +7.8% |
| YTD | -12.8% | +10.1% | -22.8% | -19.1% |
| 1Y | +4.9% | +8.0% | -3.1% | -1.7% |
| 3Y | +321.0% | +46.0% | +275.0% | +201.5% |
| 5Y | -25.6% | +63.9% | -89.5% | -51.9% |
| All | -54.2% | +108.1% | -162.4% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling