+147.3%
IBM vs IBN
+385.6%
-238.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | +1.9% | -0.3% | +1.1% |
| 30D | +9.2% | +22.1% | -12.9% | +4.1% |
| 3M | +4.9% | +17.1% | -12.2% | +0.9% |
| 6M | +16.8% | +35.5% | -18.8% | +8.5% |
| YTD | -14.3% | +16.8% | -31.1% | -17.6% |
| 1Y | -16.7% | +12.4% | -29.1% | -19.2% |
| 3Y | +82.2% | +58.0% | +24.2% | +61.7% |
| 5Y | +149.9% | +73.7% | +76.2% | +114.6% |
| All | +147.3% | +385.6% | -238.3% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling