+564.9%
IBB vs IBN
+2,853.6%
-2,288.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.5% |
| 7D | +2.7% | +14.6% | -11.9% | 0.0% |
| 30D | +6.3% | +23.5% | -17.2% | +2.0% |
| 3M | +11.1% | +14.0% | -2.9% | +8.2% |
| 6M | +29.2% | +31.1% | -1.9% | +22.5% |
| YTD | +30.2% | +16.6% | +13.6% | +26.1% |
| 1Y | +39.5% | +14.9% | +24.6% | +35.5% |
| 3Y | +92.3% | +56.9% | +35.5% | +75.1% |
| 5Y | +43.0% | +69.7% | -26.7% | +27.8% |
| 10Y | +137.1% | +365.4% | -228.3% | +68.5% |
| All | +564.9% | +2,853.6% | -2,288.8% | +204.6% |
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