-3.1%
HON vs IBN
-7.6%
+4.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -2.6% | -5.5% | +2.8% | -1.3% |
| 30D | -11.9% | -3.4% | -8.5% | -11.2% |
| 3M | -6.1% | +8.7% | -14.8% | -7.6% |
| 6M | -19.2% | +3.7% | -22.9% | -20.6% |
| YTD | +0.2% | -2.4% | +2.5% | -1.3% |
| All | -3.1% | -7.6% | +4.5% | -6.6% |
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 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