-44.8%
COMP vs IBN
+93.8%
-138.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.3% |
| 30D | -13.3% | -0.3% | -13.0% | -13.2% |
| 3M | +41.1% | +17.1% | +24.0% | +26.3% |
| 6M | +17.2% | +3.4% | +13.8% | +14.7% |
| YTD | +5.2% | +2.5% | +2.7% | +2.9% |
| 1Y | +18.9% | -4.2% | +23.1% | +20.8% |
| 3Y | +215.9% | +32.4% | +183.5% | +144.7% |
| 5Y | -31.2% | +59.2% | -90.4% | -53.7% |
| All | -44.8% | +93.8% | -138.7% | -65.5% |
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