+48.3%
D vs IBN
+364.2%
-315.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | +2.4% | +15.8% | -13.4% | +0.1% |
| 30D | +10.9% | +25.1% | -14.1% | +7.2% |
| 3M | +2.8% | +16.0% | -13.1% | +0.5% |
| 6M | +12.7% | +32.8% | -20.1% | +7.8% |
| YTD | +20.3% | +18.0% | +2.3% | +16.9% |
| 1Y | +17.1% | +15.9% | +1.2% | +14.1% |
| 3Y | +75.1% | +57.6% | +17.5% | +61.3% |
| 5Y | +13.1% | +74.7% | -61.5% | +2.0% |
| 10Y | +48.3% | +373.9% | -325.7% | +22.7% |
| All | +48.3% | +364.2% | -315.9% | +22.7% |
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