-67.4%
EL vs IBN
+56.7%
-124.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -0.9% |
| 7D | +1.7% | -2.2% | +3.9% | +2.8% |
| 30D | +15.5% | -2.3% | +17.8% | +16.7% |
| 3M | +20.6% | +15.9% | +4.7% | +12.0% |
| 6M | +10.5% | +5.6% | +4.9% | +7.3% |
| YTD | -1.9% | -0.1% | -1.8% | -2.4% |
| 1Y | +16.1% | -6.5% | +22.6% | +18.7% |
| 3Y | -30.2% | +29.3% | -59.5% | -41.0% |
| 5Y | -67.4% | +56.6% | -124.0% | -76.0% |
| All | -67.4% | +56.7% | -124.1% | -76.0% |
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