+569.2%
FIVE vs IBN
+368.7%
+200.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.0% |
| 7D | +6.2% | +14.6% | -8.4% | +0.7% |
| 30D | +18.2% | +23.5% | -5.3% | +8.8% |
| 3M | +3.8% | +14.0% | -10.2% | -1.5% |
| 6M | +13.7% | +31.1% | -17.4% | +2.0% |
| YTD | +34.7% | +16.6% | +18.1% | +26.2% |
| 1Y | +66.6% | +14.9% | +51.7% | +56.9% |
| 3Y | +44.3% | +56.9% | -12.6% | +20.1% |
| 5Y | +18.8% | +69.7% | -50.9% | -4.5% |
| 10Y | +569.2% | +365.4% | +203.8% | +329.8% |
| All | +569.2% | +368.7% | +200.5% | +329.8% |
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