+43.8%
D vs IBN
+368.7%
-324.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +0.8% | +14.6% | -13.8% | -1.3% |
| 30D | +10.7% | +23.5% | -12.8% | +7.2% |
| 3M | +2.3% | +14.0% | -11.7% | +0.2% |
| 6M | +12.5% | +31.1% | -18.6% | +7.8% |
| YTD | +20.1% | +16.6% | +3.5% | +16.9% |
| 1Y | +15.6% | +14.9% | +0.6% | +12.7% |
| 3Y | +75.2% | +56.9% | +18.3% | +61.4% |
| 5Y | +14.6% | +69.7% | -55.1% | +3.7% |
| 10Y | +43.8% | +365.4% | -321.6% | +18.7% |
| All | +43.8% | +368.7% | -324.9% | +18.7% |
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