+16.9%
D vs IBN
-4.0%
+20.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +0.4% | +1.4% | -1.0% | +0.5% |
| 30D | -3.6% | -0.3% | -3.2% | -3.6% |
| 3M | -1.0% | +17.1% | -18.1% | -1.0% |
| 6M | +6.3% | +3.4% | +2.9% | +6.2% |
| YTD | +14.7% | +2.5% | +12.2% | +14.4% |
| 1Y | +16.9% | -4.2% | +21.1% | +15.6% |
| All | +16.9% | -4.0% | +20.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling