+97.3%
ES vs IBN
+385.6%
-288.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +2.7% | +1.9% | +0.8% | +2.4% |
| 30D | +7.6% | +22.1% | -14.5% | +4.2% |
| 3M | +0.5% | +17.1% | -16.6% | -2.1% |
| 6M | +7.6% | +35.5% | -28.0% | +2.4% |
| YTD | +10.2% | +16.8% | -6.6% | +7.1% |
| 1Y | +1.8% | +12.4% | -10.6% | -0.4% |
| 3Y | +55.4% | +58.0% | -2.7% | +42.3% |
| 5Y | +7.3% | +73.7% | -66.4% | -3.8% |
| All | +97.3% | +385.6% | -288.2% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling