+3.2%
EXC vs IBN
+14.7%
-11.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -1.7% | +14.6% | -16.3% | -2.2% |
| 30D | +9.3% | +23.5% | -14.2% | +8.8% |
| 3M | +1.0% | +14.0% | -13.0% | +0.4% |
| 6M | +5.9% | +31.1% | -25.2% | +5.4% |
| YTD | +7.6% | +16.6% | -8.9% | +5.5% |
| All | +3.2% | +14.7% | -11.5% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling