+851.7%
FIVE vs IBN
+442.0%
+409.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | +12.5% | -0.3% | +12.8% | +12.6% |
| 3M | +31.2% | +17.1% | +14.1% | +24.9% |
| 6M | +14.4% | +3.4% | +11.0% | +12.9% |
| YTD | +33.9% | +2.5% | +31.4% | +32.4% |
| 1Y | +65.1% | -4.2% | +69.2% | +66.2% |
| 3Y | +49.0% | +32.4% | +16.6% | +36.0% |
| 5Y | +30.3% | +59.2% | -28.9% | +12.6% |
| 10Y | +481.1% | +345.7% | +135.4% | +291.1% |
| All | +851.7% | +442.0% | +409.7% | +460.8% |
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 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