+147.8%
GE vs IBN
+316.4%
-168.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.8% | -5.5% | +2.7% | -0.9% |
| 30D | -11.9% | -3.4% | -8.5% | -10.9% |
| 3M | +1.8% | +8.7% | -6.8% | -1.1% |
| 6M | -0.6% | +3.7% | -4.3% | -1.8% |
| YTD | +5.5% | -2.4% | +7.9% | +6.3% |
| 1Y | +15.0% | -8.1% | +23.0% | +17.9% |
| 3Y | +269.5% | +26.3% | +243.2% | +234.5% |
| 5Y | +422.4% | +54.9% | +367.5% | +336.1% |
| All | +147.8% | +316.4% | -168.6% | +62.3% |
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 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