-17.2%
F vs IBN
+73.5%
-90.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +1.9% | -5.0% | -4.1% |
| 30D | 0.0% | +22.1% | -22.1% | -10.8% |
| 3M | -13.2% | +17.1% | -30.3% | -20.8% |
| 6M | -10.2% | +35.5% | -45.8% | -24.8% |
| YTD | -4.9% | +16.8% | -21.7% | -13.6% |
| 1Y | -6.1% | +12.4% | -18.5% | -12.8% |
| 3Y | +46.0% | +58.0% | -12.1% | +5.4% |
| All | -17.2% | +73.5% | -90.7% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling