+360.3%
DD vs IBN
+1,532.9%
-1,172.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -3.5% | +1.4% | -4.9% | -3.9% |
| 30D | -10.3% | -0.3% | -10.0% | -10.3% |
| 3M | -7.5% | +17.1% | -24.7% | -11.5% |
| 6M | -8.0% | +3.4% | -11.4% | -8.9% |
| YTD | +10.5% | +2.5% | +7.9% | +9.6% |
| 1Y | +38.3% | -4.2% | +42.4% | +39.4% |
| 3Y | +42.5% | +32.4% | +10.1% | +30.7% |
| 5Y | +60.2% | +59.2% | +1.0% | +39.5% |
| 10Y | +68.9% | +345.7% | -276.8% | +7.8% |
| All | +360.3% | +1,532.9% | -1,172.6% | +103.5% |
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