+20.4%
EL vs IBN
-4.0%
+24.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.1% |
| 30D | +19.8% | -0.3% | +20.2% | +20.0% |
| 3M | +25.7% | +17.1% | +8.6% | +16.0% |
| 6M | +5.4% | +3.4% | +2.1% | +0.6% |
| YTD | +0.2% | +2.5% | -2.3% | -4.3% |
| 1Y | +20.4% | -4.2% | +24.6% | +14.4% |
| All | +20.4% | -4.0% | +24.4% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling