+57.7%
GEV vs IBN
-4.0%
+61.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.3% | +1.4% | +1.9% | +2.8% |
| 30D | -7.5% | -0.3% | -7.1% | -7.3% |
| 3M | -2.2% | +17.1% | -19.3% | -7.3% |
| 6M | +12.1% | +3.4% | +8.7% | +8.7% |
| YTD | +44.4% | +2.5% | +41.9% | +39.8% |
| 1Y | +57.7% | -4.2% | +61.8% | +55.5% |
| All | +57.7% | -4.0% | +61.6% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling