-39.0%
GIS vs IBN
+57.3%
-96.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -3.4% | +1.9% | -5.2% | -3.5% |
| 30D | +6.9% | +22.1% | -15.2% | +5.7% |
| 3M | -10.1% | +17.1% | -27.2% | -11.0% |
| 6M | +5.9% | +35.5% | -29.7% | +4.3% |
| YTD | -21.1% | +16.8% | -37.9% | -22.1% |
| 1Y | -22.5% | +12.4% | -34.9% | -23.4% |
| 3Y | -39.0% | +58.0% | -97.0% | -39.6% |
| All | -39.0% | +57.3% | -96.3% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling