+105.0%
ED vs IBN
+316.4%
-211.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.9% | -5.5% | +3.6% | -1.2% |
| 30D | +0.1% | -3.4% | +3.5% | +0.5% |
| 3M | 0.0% | +8.7% | -8.7% | -1.0% |
| 6M | -2.5% | +3.7% | -6.2% | -3.1% |
| YTD | +10.1% | -2.4% | +12.5% | +10.1% |
| 1Y | +13.6% | -8.1% | +21.7% | +14.4% |
| 3Y | +32.4% | +26.3% | +6.1% | +27.5% |
| 5Y | +69.9% | +54.9% | +14.9% | +58.5% |
| All | +105.0% | +316.4% | -211.4% | +76.4% |
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