+43.5%
F vs IBN
+51.2%
-7.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -2.5% |
| 7D | +1.6% | +15.1% | -13.5% | -4.6% |
| 30D | +2.6% | +21.6% | -19.0% | -5.9% |
| 3M | -8.8% | +11.2% | -20.0% | -13.1% |
| 6M | +4.6% | +27.8% | -23.1% | -6.3% |
| YTD | -1.9% | +14.7% | -16.6% | -8.3% |
| 1Y | -0.8% | +14.4% | -15.2% | -7.3% |
| 3Y | +43.5% | +52.1% | -8.6% | +16.6% |
| All | +43.5% | +51.2% | -7.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling