+79.8%
F vs IBN
+367.6%
-287.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -2.3% |
| 7D | +1.6% | +15.1% | -13.5% | -3.8% |
| 30D | +2.6% | +21.6% | -19.0% | -4.8% |
| 3M | -8.8% | +11.2% | -20.0% | -12.5% |
| 6M | +4.6% | +27.8% | -23.1% | -4.9% |
| YTD | -1.9% | +14.7% | -16.6% | -7.2% |
| 1Y | -0.8% | +14.4% | -15.2% | -6.1% |
| 3Y | +43.5% | +52.1% | -8.6% | +20.8% |
| 5Y | -12.1% | +70.7% | -82.8% | -29.2% |
| All | +79.8% | +367.6% | -287.8% | +9.5% |
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 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