+73.7%
EXE vs IBN
+74.4%
-0.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +1.5% | +11.1% | -9.6% | -0.3% |
| 30D | -0.2% | +23.9% | -24.1% | -3.8% |
| 3M | -9.2% | +16.3% | -25.5% | -11.6% |
| 6M | -7.2% | +34.2% | -41.5% | -12.3% |
| YTD | -18.3% | +17.6% | -35.8% | -20.8% |
| 1Y | -23.6% | +13.8% | -37.5% | -25.4% |
| 3Y | +21.9% | +57.0% | -35.1% | +6.7% |
| 5Y | +73.7% | +75.3% | -1.7% | +52.9% |
| All | +73.7% | +74.4% | -0.7% | +52.9% |
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 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