+2,576.6%
COST vs IBN
+1,491.4%
+1,085.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | -4.0% | -2.3% | -1.7% | -3.7% |
| 3M | -6.5% | +15.9% | -22.3% | -8.4% |
| 6M | -8.5% | +5.6% | -14.1% | -9.4% |
| YTD | +6.0% | -0.1% | +6.1% | +5.7% |
| 1Y | -5.8% | -6.5% | +0.7% | -5.2% |
| 3Y | +71.8% | +29.3% | +42.5% | +64.8% |
| 5Y | +106.2% | +56.6% | +49.7% | +92.1% |
| 10Y | +602.0% | +314.4% | +287.7% | +453.9% |
| All | +2,576.6% | +1,491.4% | +1,085.2% | +1,378.8% |
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 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