+1,458.7%
ET vs IBN
+596.6%
+862.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.5% |
| 30D | +7.5% | -0.3% | +7.8% | +7.5% |
| 3M | +11.4% | +17.1% | -5.7% | +6.8% |
| 6M | +18.5% | +3.4% | +15.1% | +16.9% |
| YTD | +37.4% | +2.5% | +34.9% | +35.5% |
| 1Y | +30.9% | -4.2% | +35.1% | +31.2% |
| 3Y | +98.7% | +32.4% | +66.3% | +81.0% |
| 5Y | +230.7% | +59.2% | +171.5% | +184.3% |
| 10Y | +175.6% | +345.7% | -170.1% | +73.0% |
| All | +1,458.7% | +596.6% | +862.1% | +590.2% |
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 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