+0.3%
ES vs IBN
+14.7%
-14.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -0.1% | +14.6% | -14.7% | -1.1% |
| 30D | +5.7% | +23.5% | -17.8% | +4.5% |
| 3M | -2.8% | +14.0% | -16.8% | -3.8% |
| 6M | +7.0% | +31.1% | -24.2% | +5.7% |
| YTD | +6.8% | +16.6% | -9.8% | +1.6% |
| All | +0.3% | +14.7% | -14.5% | -3.8% |
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 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