+84.2%
ES vs IBN
+312.4%
-228.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.0% |
| 7D | +1.4% | -2.2% | +3.6% | +1.7% |
| 30D | -1.2% | -2.3% | +1.1% | -0.8% |
| 3M | +5.0% | +15.9% | -10.9% | +2.5% |
| 6M | -2.8% | +5.6% | -8.4% | -3.8% |
| YTD | +8.6% | -0.1% | +8.7% | +8.2% |
| 1Y | +18.9% | -6.5% | +25.5% | +19.7% |
| 3Y | +32.1% | +29.3% | +2.8% | +25.3% |
| 5Y | -5.1% | +56.6% | -61.6% | -13.4% |
| 10Y | +84.2% | +314.4% | -230.2% | +47.8% |
| All | +84.2% | +312.4% | -228.2% | +47.8% |
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 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