+1,243.5%
ED vs IBN
+1,756.6%
-513.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -0.1% | +14.6% | -14.7% | -1.3% |
| 30D | +11.6% | +23.5% | -11.9% | +9.4% |
| 3M | +10.5% | +14.0% | -3.5% | +9.2% |
| 6M | +13.2% | +31.1% | -17.9% | +10.3% |
| YTD | +22.1% | +16.6% | +5.6% | +20.1% |
| 1Y | +24.2% | +14.9% | +9.2% | +22.3% |
| 3Y | +46.9% | +56.9% | -10.0% | +40.0% |
| 5Y | +80.8% | +69.7% | +11.1% | +70.3% |
| 10Y | +134.3% | +365.4% | -231.1% | +96.2% |
| All | +1,243.5% | +1,756.6% | -513.0% | +814.3% |
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