-12.1%
DOW vs IBN
+170.0%
-182.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.7% |
| 7D | -1.4% | -3.0% | +1.6% | -0.4% |
| 30D | -3.9% | -1.5% | -2.4% | -3.5% |
| 3M | -12.7% | +7.9% | -20.6% | -15.4% |
| 6M | -13.7% | +8.6% | -22.3% | -17.2% |
| YTD | +28.4% | -0.6% | +28.9% | +27.1% |
| 1Y | +21.8% | -7.3% | +29.1% | +23.6% |
| 3Y | -35.7% | +26.2% | -61.9% | -43.2% |
| 5Y | -36.8% | +57.8% | -94.7% | -50.2% |
| All | -12.1% | +170.0% | -182.0% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling