+30.6%
F vs IBN
+1,726.4%
-1,695.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.8% |
| 7D | +1.6% | +15.1% | -13.5% | -2.2% |
| 30D | +2.6% | +21.6% | -19.0% | -2.6% |
| 3M | -8.8% | +11.2% | -20.0% | -11.4% |
| 6M | +4.6% | +27.8% | -23.1% | -2.0% |
| YTD | -1.9% | +14.7% | -16.6% | -5.5% |
| 1Y | -0.8% | +14.4% | -15.2% | -4.4% |
| 3Y | +43.5% | +52.1% | -8.6% | +27.7% |
| 5Y | -12.1% | +70.7% | -82.8% | -23.9% |
| 10Y | +83.6% | +385.5% | -301.9% | +16.8% |
| All | +30.6% | +1,726.4% | -1,695.8% | -46.6% |
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 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