+483.0%
EL vs IBN
+1,532.9%
-1,049.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | +19.8% | -0.3% | +20.2% | +19.9% |
| 3M | +25.7% | +17.1% | +8.6% | +22.2% |
| 6M | +5.4% | +3.4% | +2.1% | +4.9% |
| YTD | +0.2% | +2.5% | -2.3% | -0.2% |
| 1Y | +20.4% | -4.2% | +24.6% | +21.2% |
| 3Y | -32.1% | +32.4% | -64.5% | -35.6% |
| 5Y | -67.2% | +59.2% | -126.4% | -69.8% |
| 10Y | +31.7% | +345.7% | -313.9% | +0.2% |
| All | +483.0% | +1,532.9% | -1,049.9% | +260.1% |
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