+53.5%
F vs IBN
+1,532.9%
-1,479.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +5.3% | +1.4% | +3.9% | +4.9% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | -3.7% | +17.1% | -20.8% | -7.7% |
| 6M | +16.8% | +3.4% | +13.4% | +15.7% |
| YTD | +15.3% | +2.5% | +12.8% | +14.4% |
| 1Y | +31.0% | -4.2% | +35.2% | +32.2% |
| 3Y | +45.4% | +32.4% | +13.0% | +34.2% |
| 5Y | +54.7% | +59.2% | -4.5% | +36.1% |
| 10Y | +98.2% | +345.7% | -247.4% | +28.8% |
| All | +53.5% | +1,532.9% | -1,479.4% | -35.4% |
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