+774.2%
EXC vs IBN
+1,532.9%
-758.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -3.7% | -0.3% | -3.4% | -3.7% |
| 3M | -1.3% | +17.1% | -18.4% | -3.6% |
| 6M | -9.7% | +3.4% | -13.1% | -10.3% |
| YTD | +2.9% | +2.5% | +0.4% | +2.2% |
| 1Y | +4.4% | -4.2% | +8.5% | +4.6% |
| 3Y | +22.2% | +32.4% | -10.2% | +16.2% |
| 5Y | +46.7% | +59.2% | -12.5% | +34.9% |
| 10Y | +155.3% | +345.7% | -190.3% | +97.7% |
| All | +774.2% | +1,532.9% | -758.7% | +432.5% |
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