-35.9%
DOW vs IBN
+54.0%
-89.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.2% |
| 7D | -6.0% | -5.1% | -0.9% | -5.0% |
| 30D | -2.7% | -3.5% | +0.8% | -2.0% |
| 3M | -10.5% | +11.3% | -21.8% | -12.9% |
| 6M | -12.4% | +4.4% | -16.9% | -13.7% |
| YTD | +30.0% | -1.8% | +31.8% | +30.3% |
| 1Y | +27.8% | -8.0% | +35.8% | +30.4% |
| 3Y | -34.9% | +27.1% | -62.0% | -40.9% |
| 5Y | -35.9% | +54.5% | -90.4% | -47.1% |
| All | -35.9% | +54.0% | -89.9% | -47.1% |
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