+18.5%
HON vs IBN
+25.8%
-7.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -0.6% | -5.1% | +4.5% | +0.6% |
| 30D | -15.4% | -3.5% | -11.9% | -14.7% |
| 3M | -9.1% | +11.3% | -20.4% | -11.2% |
| 6M | -17.1% | +4.4% | -21.5% | -18.0% |
| YTD | +1.5% | -1.8% | +3.3% | +1.3% |
| 1Y | -1.3% | -8.0% | +6.7% | -0.6% |
| All | +18.5% | +25.8% | -7.4% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling