-67.0%
ETSY vs IBN
+52.7%
-119.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | -12.7% | -5.5% | -7.3% | -9.4% |
| 30D | -9.9% | -3.4% | -6.5% | -8.0% |
| 3M | +4.2% | +8.7% | -4.5% | -1.8% |
| 6M | +34.2% | +3.7% | +30.5% | +30.3% |
| YTD | +29.1% | -2.4% | +31.5% | +30.0% |
| 1Y | +23.8% | -8.1% | +31.9% | +29.0% |
| 3Y | +6.6% | +26.3% | -19.7% | -19.1% |
| 5Y | -67.0% | +54.9% | -121.9% | -79.8% |
| All | -67.0% | +52.7% | -119.7% | -79.8% |
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 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