+2,104.1%
GNRC vs IBN
+434.0%
+1,670.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.4% |
| 7D | +3.2% | -5.1% | +8.3% | +4.8% |
| 30D | -9.5% | -3.5% | -6.0% | -8.6% |
| 3M | -28.5% | +11.3% | -39.9% | -31.0% |
| 6M | -10.0% | +4.4% | -14.4% | -11.4% |
| YTD | +36.7% | -1.8% | +38.5% | +36.9% |
| 1Y | +2.6% | -8.0% | +10.6% | +4.5% |
| 3Y | +61.9% | +27.1% | +34.8% | +47.3% |
| 5Y | -59.0% | +54.5% | -113.5% | -64.7% |
| 10Y | +444.8% | +314.2% | +130.6% | +234.6% |
| All | +2,104.1% | +434.0% | +1,670.1% | +1,177.4% |
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