+13.6%
FIVE vs IBN
+68.5%
-54.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -2.7% |
| 7D | -0.3% | +15.1% | -15.4% | -7.9% |
| 30D | +17.7% | +21.6% | -4.0% | +5.1% |
| 3M | +4.0% | +11.2% | -7.2% | -2.4% |
| 6M | +2.6% | +27.8% | -25.1% | -11.4% |
| YTD | +27.6% | +14.7% | +12.9% | +16.9% |
| 1Y | +59.9% | +14.4% | +45.5% | +46.5% |
| 3Y | +35.8% | +52.1% | -16.3% | +1.7% |
| All | +13.6% | +68.5% | -54.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling