+112.0%
IBM vs IBN
+56.7%
+55.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.8% |
| 30D | -1.5% | -2.3% | +0.8% | -1.0% |
| 3M | -16.8% | +15.9% | -32.6% | -19.3% |
| 6M | -9.0% | +5.6% | -14.6% | -10.1% |
| YTD | -20.1% | -0.1% | -20.0% | -20.1% |
| 1Y | -7.0% | -6.5% | -0.5% | -6.0% |
| 3Y | +72.4% | +29.3% | +43.1% | +62.5% |
| 5Y | +112.0% | +56.6% | +55.4% | +91.1% |
| All | +112.0% | +56.7% | +55.3% | +91.1% |
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