+99.6%
DE vs IBN
+58.3%
+41.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -2.6% | -3.0% | +0.4% | -1.8% |
| 30D | +9.0% | -1.5% | +10.5% | +9.5% |
| 3M | +19.1% | +7.9% | +11.2% | +16.7% |
| 6M | +14.4% | +8.6% | +5.7% | +11.7% |
| YTD | +45.9% | -0.6% | +46.5% | +45.6% |
| 1Y | +43.6% | -7.3% | +50.9% | +45.7% |
| 3Y | +75.9% | +26.2% | +49.7% | +59.1% |
| All | +99.6% | +58.3% | +41.3% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling