-3.4%
ES vs IBN
+61.6%
-64.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -2.0% | -0.3% | -1.6% | -1.9% |
| 3M | +1.7% | +17.1% | -15.4% | -0.4% |
| 6M | -3.5% | +3.4% | -6.9% | -4.1% |
| YTD | +7.9% | +2.5% | +5.4% | +7.2% |
| 1Y | +17.2% | -4.2% | +21.3% | +17.4% |
| 3Y | +29.3% | +32.4% | -3.1% | +22.4% |
| All | -3.4% | +61.6% | -64.9% | -10.2% |
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