+7.4%
D vs IBN
+3.3%
+4.1%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.5% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | 0.0% | +17.1% | -17.1% | -0.1% |
| 6M | +7.4% | +3.4% | +4.0% | +8.3% |
| All | +7.4% | +3.3% | +4.1% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling