+49.1%
D vs IBN
+385.6%
-336.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.4% | +1.9% | -3.2% | -1.6% |
| 30D | +7.7% | +22.1% | -14.4% | +4.5% |
| 3M | -0.3% | +17.1% | -17.4% | -2.7% |
| 6M | +10.1% | +35.5% | -25.5% | +4.9% |
| YTD | +19.1% | +16.8% | +2.3% | +15.9% |
| 1Y | +15.9% | +12.4% | +3.5% | +13.5% |
| 3Y | +75.0% | +58.0% | +17.0% | +61.1% |
| 5Y | +13.4% | +73.7% | -60.3% | +2.3% |
| All | +49.1% | +385.6% | -336.5% | +24.7% |
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