+47.9%
DE vs IBN
-4.0%
+51.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +10.0% | +1.4% | +8.6% | +9.7% |
| 30D | +13.3% | -0.3% | +13.7% | +13.4% |
| 3M | +17.5% | +17.1% | +0.4% | +14.6% |
| 6M | +13.6% | +3.4% | +10.2% | +11.3% |
| YTD | +49.8% | +2.5% | +47.3% | +46.8% |
| 1Y | +47.9% | -4.2% | +52.0% | +43.4% |
| All | +47.9% | -4.0% | +51.8% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling