-50.2%
COMP vs IBN
+100.0%
-150.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +4.0% | +5.0% |
| 7D | +9.5% | +8.9% | +0.6% | +2.9% |
| 30D | +8.1% | +12.6% | -4.6% | -0.8% |
| 3M | -16.3% | +3.1% | -19.4% | -18.1% |
| 6M | +42.2% | +20.6% | +21.6% | +25.1% |
| YTD | -5.0% | +5.8% | -10.8% | -9.0% |
| 1Y | +20.1% | +3.7% | +16.4% | +16.3% |
| 3Y | +358.4% | +40.3% | +318.2% | +239.2% |
| 5Y | -21.9% | +58.0% | -79.9% | -47.9% |
| All | -50.2% | +100.0% | -150.2% | -69.5% |
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