+496.4%
FIVE vs IBN
+312.4%
+184.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.7% |
| 7D | +3.7% | -2.2% | +5.9% | +4.5% |
| 30D | +4.0% | -2.3% | +6.3% | +4.8% |
| 3M | +36.2% | +15.9% | +20.4% | +28.6% |
| 6M | +18.0% | +5.6% | +12.4% | +15.2% |
| YTD | +34.9% | -0.1% | +35.0% | +34.3% |
| 1Y | +67.9% | -6.5% | +74.5% | +70.8% |
| 3Y | +57.3% | +29.3% | +28.0% | +41.4% |
| 5Y | +39.5% | +56.6% | -17.0% | +16.7% |
| 10Y | +496.4% | +314.4% | +182.0% | +305.2% |
| All | +496.4% | +312.4% | +184.0% | +305.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling