+1,117.6%
ED vs IBN
+1,532.9%
-415.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | +3.9% | +17.1% | -13.2% | +2.4% |
| 6M | -3.0% | +3.4% | -6.4% | -3.5% |
| YTD | +10.7% | +2.5% | +8.2% | +10.2% |
| 1Y | +13.3% | -4.2% | +17.5% | +13.5% |
| 3Y | +34.5% | +32.4% | +2.1% | +30.2% |
| 5Y | +67.1% | +59.2% | +8.0% | +58.3% |
| 10Y | +103.0% | +345.7% | -242.6% | +70.7% |
| All | +1,117.6% | +1,532.9% | -415.3% | +738.8% |
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