-3.5%
F vs IBN
+15.0%
-18.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.1% | +11.1% | -13.3% | -7.6% |
| 30D | +3.3% | +23.9% | -20.5% | -8.2% |
| 3M | -11.3% | +16.3% | -27.6% | -18.4% |
| 6M | +5.3% | +34.2% | -28.9% | -11.2% |
| YTD | -2.2% | +17.6% | -19.8% | -11.4% |
| 1Y | -3.5% | +13.8% | -17.4% | -12.9% |
| All | -3.5% | +15.0% | -18.6% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling