+245.3%
ET vs IBN
+54.0%
+191.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +0.6% | -5.1% | +5.8% | +1.8% |
| 30D | +5.3% | -3.5% | +8.8% | +6.1% |
| 3M | +15.6% | +11.3% | +4.3% | +12.7% |
| 6M | +20.6% | +4.4% | +16.2% | +19.0% |
| YTD | +38.5% | -1.8% | +40.3% | +38.6% |
| 1Y | +35.7% | -8.0% | +43.7% | +38.0% |
| 3Y | +98.4% | +27.1% | +71.3% | +78.9% |
| 5Y | +245.3% | +54.5% | +190.8% | +190.2% |
| All | +245.3% | +54.0% | +191.3% | +190.2% |
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