+541.7%
IBB vs IBN
+2,497.8%
-1,956.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | +10.5% | -0.3% | +10.8% | +10.5% |
| 3M | +23.6% | +17.1% | +6.5% | +19.9% |
| 6M | +22.6% | +3.4% | +19.2% | +21.8% |
| YTD | +25.7% | +2.5% | +23.1% | +24.9% |
| 1Y | +51.4% | -4.2% | +55.5% | +52.2% |
| 3Y | +64.4% | +32.4% | +32.0% | +54.7% |
| 5Y | +22.1% | +59.2% | -37.0% | +10.6% |
| 10Y | +132.5% | +345.7% | -213.2% | +66.8% |
| All | +541.7% | +2,497.8% | -1,956.1% | +201.6% |
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 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