-34.6%
DOW vs IBN
+29.3%
-63.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.6% |
| 7D | -2.9% | -2.2% | -0.7% | -2.8% |
| 30D | +2.0% | -2.3% | +4.2% | +2.1% |
| 3M | -12.5% | +15.9% | -28.4% | -13.7% |
| 6M | -9.2% | +5.6% | -14.8% | -9.2% |
| YTD | +30.8% | -0.1% | +30.9% | +32.2% |
| 1Y | +29.4% | -6.5% | +35.9% | +32.7% |
| 3Y | -34.6% | +29.3% | -63.9% | -37.5% |
| All | -34.6% | +29.3% | -63.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling