+35.3%
D vs IBN
+312.4%
-277.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | -0.7% | -2.3% | +1.5% | -0.4% |
| 3M | +2.1% | +15.9% | -13.8% | -0.2% |
| 6M | +6.8% | +5.6% | +1.2% | +5.8% |
| YTD | +16.5% | -0.1% | +16.6% | +16.2% |
| 1Y | +19.2% | -6.5% | +25.7% | +19.9% |
| 3Y | +61.9% | +29.3% | +32.6% | +54.0% |
| 5Y | +6.5% | +56.6% | -50.0% | -2.3% |
| 10Y | +35.3% | +314.4% | -279.1% | +13.8% |
| All | +35.3% | +312.4% | -277.1% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling