+11,908.8%
GOOGL vs IBN
+1,861.2%
+10,047.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +5.7% | +5.7% | 0.0% | +4.2% |
| 30D | -15.6% | +20.5% | -36.1% | -19.7% |
| 3M | -13.0% | +15.2% | -28.2% | -16.3% |
| 6M | -22.8% | +34.5% | -57.3% | -28.7% |
| YTD | -4.4% | +16.4% | -20.8% | -8.5% |
| 1Y | +4.5% | +13.5% | -9.1% | +0.6% |
| 3Y | +127.4% | +55.4% | +72.0% | +99.7% |
| 5Y | +102.8% | +73.1% | +29.7% | +73.3% |
| 10Y | +681.5% | +383.7% | +297.7% | +394.1% |
| All | +11,908.8% | +1,861.2% | +10,047.6% | +5,070.1% |
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