+546.9%
IBB vs IBN
+2,805.6%
-2,258.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.4% | +0.9% |
| 7D | -1.8% | +15.1% | -16.9% | -4.5% |
| 30D | +5.1% | +21.6% | -16.6% | +1.1% |
| 3M | +10.7% | +11.2% | -0.5% | +8.3% |
| 6M | +22.9% | +27.8% | -4.9% | +17.1% |
| YTD | +26.7% | +14.7% | +12.0% | +23.1% |
| 1Y | +35.1% | +14.4% | +20.7% | +31.3% |
| 3Y | +80.2% | +52.1% | +28.1% | +65.0% |
| 5Y | +37.8% | +70.7% | -32.9% | +23.1% |
| 10Y | +161.2% | +385.5% | -224.3% | +84.3% |
| All | +546.9% | +2,805.6% | -2,258.7% | +197.3% |
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 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