+1,019.0%
GS vs IBN
+1,653.1%
-634.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.4% | -7.6% |
| 7D | -6.3% | +11.7% | -18.0% | -9.6% |
| 30D | -3.1% | +16.1% | -19.2% | -7.7% |
| 3M | -17.7% | +7.0% | -24.7% | -19.5% |
| 6M | -4.6% | +26.1% | -30.6% | -11.4% |
| YTD | +0.3% | +10.1% | -9.8% | -3.0% |
| 1Y | +11.7% | +8.0% | +3.7% | +8.6% |
| 3Y | +183.6% | +46.0% | +137.6% | +148.6% |
| 5Y | +141.0% | +63.9% | +77.1% | +103.4% |
| 10Y | +507.4% | +366.1% | +141.4% | +252.5% |
| All | +1,019.0% | +1,653.1% | -634.1% | +315.0% |
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