+441.1%
DD vs IBN
+1,753.3%
-1,312.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +6.7% | +5.7% | +1.0% | +5.2% |
| 30D | +19.4% | +20.5% | -1.1% | +13.4% |
| 3M | +7.6% | +15.2% | -7.6% | +3.4% |
| 6M | +2.9% | +34.5% | -31.6% | -5.3% |
| YTD | +29.9% | +16.4% | +13.5% | +24.2% |
| 1Y | +28.6% | +13.5% | +15.1% | +23.9% |
| 3Y | +90.0% | +55.4% | +34.6% | +66.7% |
| 5Y | +68.1% | +73.1% | -4.9% | +43.2% |
| 10Y | +98.7% | +383.7% | -285.0% | +24.2% |
| All | +441.1% | +1,753.3% | -1,312.2% | +130.8% |
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