+5,994.1%
DE vs IBN
+1,760.3%
+4,233.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.3% | +1.9% | -1.6% | -0.1% |
| 30D | +3.6% | +22.1% | -18.5% | -1.3% |
| 3M | +10.2% | +17.1% | -6.8% | +6.1% |
| 6M | +16.6% | +35.5% | -19.0% | +8.3% |
| YTD | +45.8% | +16.8% | +29.0% | +40.0% |
| 1Y | +43.9% | +12.4% | +31.5% | +39.4% |
| 3Y | +89.6% | +58.0% | +31.6% | +67.6% |
| 5Y | +100.3% | +73.7% | +26.6% | +71.9% |
| 10Y | +760.8% | +385.6% | +375.2% | +453.8% |
| All | +5,994.1% | +1,760.3% | +4,233.7% | +2,554.2% |
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