+101.4%
EXE vs IBN
+54.0%
+47.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -2.7% | -5.1% | +2.4% | -1.7% |
| 30D | -0.4% | -3.5% | +3.2% | +0.3% |
| 3M | +9.5% | +11.3% | -1.8% | +6.7% |
| 6M | -9.3% | +4.4% | -13.8% | -10.6% |
| YTD | -10.9% | -1.8% | -9.1% | -11.0% |
| 1Y | +4.3% | -8.0% | +12.3% | +5.8% |
| 3Y | +18.8% | +27.1% | -8.3% | +7.1% |
| 5Y | +101.4% | +54.5% | +46.9% | +71.8% |
| All | +101.4% | +54.0% | +47.4% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling