+46.0%
F vs IBN
+32.1%
+14.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | -3.7% | +17.1% | -20.8% | -10.2% |
| 6M | +16.8% | +3.4% | +13.4% | +14.5% |
| YTD | +15.3% | +2.5% | +12.8% | +13.3% |
| 1Y | +31.0% | -4.2% | +35.2% | +31.7% |
| All | +46.0% | +32.1% | +14.0% | +27.3% |
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