+780.7%
GOOG vs IBN
+324.2%
+456.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +0.9% |
| 7D | 0.0% | -3.0% | +3.0% | +1.0% |
| 30D | -2.0% | -1.5% | -0.4% | -1.5% |
| 3M | -5.9% | +7.9% | -13.8% | -8.2% |
| 6M | +8.9% | +8.6% | +0.3% | +5.9% |
| YTD | +7.1% | -0.6% | +7.7% | +6.9% |
| 1Y | +39.7% | -7.3% | +47.0% | +42.1% |
| 3Y | +145.8% | +26.2% | +119.6% | +123.5% |
| 5Y | +138.6% | +57.8% | +80.8% | +101.3% |
| All | +780.7% | +324.2% | +456.5% | +471.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling