+137.3%
ETSY vs IBN
+237.3%
-100.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -12.9% | -5.1% | -7.8% | -11.1% |
| 30D | -11.5% | -3.5% | -7.9% | -10.3% |
| 3M | +3.5% | +11.3% | -7.8% | -0.7% |
| 6M | +27.6% | +4.4% | +23.2% | +25.3% |
| YTD | +28.4% | -1.8% | +30.2% | +28.8% |
| 1Y | +27.1% | -8.0% | +35.1% | +30.2% |
| 3Y | +6.0% | +27.1% | -21.0% | -5.3% |
| 5Y | -67.1% | +54.5% | -121.6% | -72.3% |
| 10Y | +421.9% | +314.2% | +107.7% | +207.8% |
| All | +137.3% | +237.3% | -100.0% | +33.1% |
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