+1,237.4%
GS vs IBN
+1,532.9%
-295.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.5% |
| 30D | -1.6% | -0.3% | -1.2% | -1.5% |
| 3M | -4.5% | +17.1% | -21.6% | -9.1% |
| 6M | +20.9% | +3.4% | +17.5% | +19.5% |
| YTD | +19.9% | +2.5% | +17.4% | +18.7% |
| 1Y | +41.4% | -4.2% | +45.6% | +42.6% |
| 3Y | +239.2% | +32.4% | +206.8% | +207.2% |
| 5Y | +185.0% | +59.2% | +125.9% | +142.7% |
| 10Y | +655.0% | +345.7% | +309.3% | +344.0% |
| All | +1,237.4% | +1,532.9% | -295.5% | +408.1% |
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