+75.0%
D vs IBN
+57.3%
+17.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.4% | +1.9% | -3.2% | -1.5% |
| 30D | +7.7% | +22.1% | -14.4% | +5.8% |
| 3M | -0.3% | +17.1% | -17.4% | -1.8% |
| 6M | +10.1% | +35.5% | -25.5% | +7.1% |
| YTD | +19.1% | +16.8% | +2.3% | +17.2% |
| 1Y | +15.9% | +12.4% | +3.5% | +14.5% |
| 3Y | +75.0% | +58.0% | +17.0% | +67.3% |
| All | +75.0% | +57.3% | +17.7% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling