+99.0%
COST vs IBN
+57.3%
+41.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | +1.9% | +3.1% | +4.7% |
| 30D | +12.8% | +22.1% | -9.3% | +9.4% |
| 3M | +15.2% | +17.1% | -1.9% | +12.3% |
| 6M | +7.4% | +35.5% | -28.1% | +2.3% |
| YTD | +29.0% | +16.8% | +12.2% | +26.0% |
| 1Y | +20.3% | +12.4% | +7.9% | +18.3% |
| 3Y | +99.0% | +58.0% | +41.0% | +86.8% |
| All | +99.0% | +57.3% | +41.7% | +86.8% |
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