-24.3%
GEV vs IBN
+35.8%
-60.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.8% |
| 7D | +3.7% | +1.9% | +1.9% | +4.0% |
| 30D | -14.7% | +22.1% | -36.8% | -14.2% |
| 3M | -23.4% | +17.1% | -40.5% | -22.4% |
| 6M | -24.3% | +35.5% | -59.9% | -28.1% |
| All | -24.3% | +35.8% | -60.1% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling