+178.5%
EXE vs IBN
+78.9%
+99.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +8.5% | -0.3% | +8.8% | +8.5% |
| 3M | +5.5% | +17.1% | -11.7% | +1.3% |
| 6M | -5.9% | +3.4% | -9.3% | -6.9% |
| YTD | -9.7% | +2.5% | -12.2% | -10.7% |
| 1Y | +3.6% | -4.2% | +7.7% | +4.2% |
| 3Y | +18.0% | +32.4% | -14.4% | +5.2% |
| 5Y | +109.4% | +59.2% | +50.2% | +75.5% |
| All | +178.5% | +78.9% | +99.6% | +127.5% |
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