+407.4%
GIS vs IBN
+1,491.4%
-1,084.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.4% |
| 7D | -8.3% | -2.2% | -6.1% | -8.1% |
| 30D | +2.2% | -2.3% | +4.5% | +2.3% |
| 3M | +15.7% | +15.9% | -0.2% | +14.5% |
| 6M | -12.0% | +5.6% | -17.6% | -12.4% |
| YTD | -15.0% | -0.1% | -14.9% | -15.1% |
| 1Y | -20.1% | -6.5% | -13.6% | -19.9% |
| 3Y | -34.6% | +29.3% | -63.9% | -36.1% |
| 5Y | -22.8% | +56.6% | -79.4% | -26.1% |
| 10Y | -18.5% | +314.4% | -332.9% | -29.0% |
| All | +407.4% | +1,491.4% | -1,084.0% | +284.9% |
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