+43.7%
FIVE vs IBN
+56.7%
-13.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +2.4% | +5.7% | -3.3% | +0.1% |
| 30D | +15.8% | +20.5% | -4.7% | +6.7% |
| 3M | +3.8% | +15.2% | -11.5% | -2.6% |
| 6M | +18.5% | +34.5% | -16.0% | +3.2% |
| YTD | +31.2% | +16.4% | +14.8% | +21.9% |
| 1Y | +61.8% | +13.5% | +48.3% | +51.9% |
| All | +43.7% | +56.7% | -13.1% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling