+967.9%
D vs IBN
+1,532.9%
-565.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -3.6% | -0.3% | -3.2% | -3.5% |
| 3M | -1.0% | +17.1% | -18.1% | -2.9% |
| 6M | +6.3% | +3.4% | +2.9% | +5.7% |
| YTD | +14.7% | +2.5% | +12.2% | +14.1% |
| 1Y | +16.9% | -4.2% | +21.1% | +17.2% |
| 3Y | +56.8% | +32.4% | +24.4% | +50.6% |
| 5Y | +5.2% | +59.2% | -54.0% | -1.7% |
| 10Y | +35.9% | +345.7% | -309.8% | +9.4% |
| All | +967.9% | +1,532.9% | -565.0% | +543.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling