+725.7%
ES vs IBN
+1,753.3%
-1,027.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -1.1% | +5.7% | -6.8% | -1.8% |
| 30D | +8.2% | +20.5% | -12.3% | +5.8% |
| 3M | +0.6% | +15.2% | -14.6% | -1.2% |
| 6M | +6.0% | +34.5% | -28.5% | +2.2% |
| YTD | +9.3% | +16.4% | -7.0% | +7.0% |
| 1Y | +1.1% | +13.5% | -12.4% | -0.7% |
| 3Y | +51.9% | +55.4% | -3.5% | +43.0% |
| 5Y | +6.5% | +73.1% | -66.6% | -1.6% |
| 10Y | +94.8% | +383.7% | -289.0% | +54.8% |
| All | +725.7% | +1,753.3% | -1,027.6% | +434.4% |
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 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