+1.9%
HON vs IBN
+52.7%
-50.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -2.6% | -5.5% | +2.8% | -1.0% |
| 30D | -11.9% | -3.4% | -8.5% | -11.0% |
| 3M | -6.1% | +8.7% | -14.8% | -8.4% |
| 6M | -19.2% | +3.7% | -22.9% | -20.2% |
| YTD | +0.2% | -2.4% | +2.5% | +0.5% |
| 1Y | -1.5% | -8.1% | +6.6% | +0.3% |
| 3Y | +17.9% | +26.3% | -8.4% | +6.5% |
| 5Y | +1.9% | +54.9% | -53.0% | -15.0% |
| All | +1.9% | +52.7% | -50.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling