+153.4%
EXE vs IBN
+103.8%
+49.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +5.3% | +1.9% | +3.5% | +4.9% |
| 30D | -2.2% | +22.1% | -24.3% | -6.5% |
| 3M | -5.9% | +17.1% | -23.0% | -9.3% |
| 6M | -5.7% | +35.5% | -41.3% | -12.4% |
| YTD | -17.8% | +16.8% | -34.6% | -21.1% |
| 1Y | -23.1% | +12.4% | -35.5% | -25.4% |
| 3Y | +21.2% | +58.0% | -36.9% | +3.2% |
| 5Y | +78.8% | +73.7% | +5.1% | +48.1% |
| All | +153.4% | +103.8% | +49.6% | +101.0% |
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