+107.7%
COST vs IBN
+58.3%
+49.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | -1.2% | -3.0% | +1.8% | -0.4% |
| 30D | -4.7% | -1.5% | -3.2% | -4.4% |
| 3M | -7.1% | +7.9% | -15.0% | -9.1% |
| 6M | -8.5% | +8.6% | -17.2% | -10.8% |
| YTD | +5.4% | -0.6% | +5.9% | +5.1% |
| 1Y | -5.6% | -7.3% | +1.7% | -4.0% |
| 3Y | +68.5% | +26.2% | +42.3% | +53.5% |
| All | +107.7% | +58.3% | +49.4% | +72.0% |
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