+14.5%
GS vs IBN
+15.5%
-1.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +1.6% | +15.8% | -14.2% | -3.7% |
| 30D | +1.7% | +25.1% | -23.4% | -6.9% |
| 3M | -11.6% | +16.0% | -27.5% | -16.3% |
| 6M | -1.9% | +32.8% | -34.7% | -13.1% |
| YTD | +5.1% | +18.0% | -13.0% | -3.7% |
| All | +14.5% | +15.5% | -1.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling