+26.4%
F vs IBN
+1,753.3%
-1,726.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.6% |
| 7D | -3.9% | +5.7% | -9.6% | -5.3% |
| 30D | -0.5% | +20.5% | -21.0% | -5.3% |
| 3M | -12.9% | +15.2% | -28.2% | -16.1% |
| 6M | +1.5% | +34.5% | -33.0% | -6.2% |
| YTD | -5.0% | +16.4% | -21.4% | -8.8% |
| 1Y | -7.3% | +13.5% | -20.9% | -10.5% |
| 3Y | +45.3% | +55.4% | -10.2% | +28.5% |
| 5Y | -15.8% | +73.1% | -88.8% | -27.4% |
| 10Y | +64.2% | +383.7% | -319.6% | +4.6% |
| All | +26.4% | +1,753.3% | -1,726.9% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling