+132.5%
GOOGL vs IBN
+54.0%
+78.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | -1.9% | -5.1% | +3.2% | +0.2% |
| 30D | -7.5% | -3.5% | -3.9% | -6.2% |
| 3M | -9.2% | +11.3% | -20.5% | -13.4% |
| 6M | +8.1% | +4.4% | +3.6% | +5.7% |
| YTD | +5.8% | -1.8% | +7.6% | +5.9% |
| 1Y | +38.3% | -8.0% | +46.3% | +41.7% |
| 3Y | +144.8% | +27.1% | +117.7% | +108.5% |
| 5Y | +132.5% | +54.5% | +78.1% | +72.6% |
| All | +132.5% | +54.0% | +78.5% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling