+160.8%
EXC vs IBN
+312.2%
-151.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.2% |
| 7D | +0.3% | -5.1% | +5.4% | +1.4% |
| 30D | -0.9% | -3.5% | +2.7% | -0.2% |
| 3M | -2.7% | +11.3% | -14.0% | -4.9% |
| 6M | -9.4% | +4.4% | -13.8% | -10.5% |
| YTD | +3.0% | -1.8% | +4.8% | +2.9% |
| 1Y | +5.1% | -8.0% | +13.1% | +6.4% |
| 3Y | +20.6% | +27.1% | -6.5% | +12.7% |
| 5Y | +45.7% | +54.5% | -8.8% | +28.8% |
| 10Y | +160.8% | +314.2% | -153.4% | +96.7% |
| All | +160.8% | +312.2% | -151.4% | +96.7% |
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