+146.4%
GE vs IBN
+1,760.3%
-1,613.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.7% | +1.9% | +0.8% | +2.2% |
| 30D | +8.1% | +22.1% | -14.0% | +3.2% |
| 3M | -7.9% | +17.1% | -25.0% | -11.1% |
| 6M | +12.9% | +35.5% | -22.6% | +5.4% |
| YTD | +8.2% | +16.8% | -8.6% | +4.4% |
| 1Y | +9.7% | +12.4% | -2.7% | +6.8% |
| 3Y | +266.1% | +58.0% | +208.1% | +227.4% |
| 5Y | +407.4% | +73.7% | +333.7% | +343.3% |
| 10Y | +150.3% | +385.6% | -235.2% | +69.9% |
| All | +146.4% | +1,760.3% | -1,613.9% | +17.6% |
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