+370.8%
GIS vs IBN
+1,760.3%
-1,389.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | -10.1% | +17.1% | -27.2% | -11.2% |
| 6M | +5.9% | +35.5% | -29.7% | +3.5% |
| YTD | -21.1% | +16.8% | -37.9% | -22.1% |
| 1Y | -22.5% | +12.4% | -34.9% | -23.3% |
| 3Y | -39.0% | +58.0% | -97.0% | -41.2% |
| 5Y | -33.3% | +73.7% | -107.1% | -36.5% |
| 10Y | -17.0% | +385.6% | -402.6% | -28.5% |
| All | +370.8% | +1,760.3% | -1,389.5% | +253.1% |
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 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