+183.8%
EXC vs IBN
+368.7%
-184.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -1.7% | +14.6% | -16.3% | -4.5% |
| 30D | +9.3% | +23.5% | -14.2% | +4.6% |
| 3M | +1.0% | +14.0% | -13.0% | -1.8% |
| 6M | +5.9% | +31.1% | -25.2% | -0.1% |
| YTD | +7.6% | +16.6% | -8.9% | +3.7% |
| 1Y | +2.4% | +14.9% | -12.5% | -1.0% |
| 3Y | +30.2% | +56.9% | -26.6% | +16.2% |
| 5Y | +41.4% | +69.7% | -28.3% | +22.5% |
| 10Y | +183.8% | +365.4% | -181.6% | +106.6% |
| All | +183.8% | +368.7% | -184.9% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling