+13,447.0%
GOOG vs IBN
+1,584.0%
+11,862.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.7% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -5.1% | -2.3% | -2.8% | -4.5% |
| 3M | -7.1% | +15.9% | -22.9% | -10.7% |
| 6M | +12.7% | +5.6% | +7.1% | +10.9% |
| YTD | +7.1% | -0.1% | +7.2% | +6.8% |
| 1Y | +43.6% | -6.5% | +50.1% | +45.4% |
| 3Y | +146.8% | +29.3% | +117.5% | +127.7% |
| 5Y | +133.7% | +56.6% | +77.1% | +105.0% |
| 10Y | +773.3% | +314.4% | +459.0% | +472.9% |
| All | +13,447.0% | +1,584.0% | +11,862.9% | +5,969.8% |
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