+311.9%
IBM vs IBN
+1,726.4%
-1,414.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -1.5% |
| 7D | -5.0% | +15.1% | -20.0% | -7.2% |
| 30D | +11.1% | +21.6% | -10.5% | +7.5% |
| 3M | +5.7% | +11.2% | -5.5% | +3.7% |
| 6M | +10.1% | +27.8% | -17.6% | +5.6% |
| YTD | -15.6% | +14.7% | -30.3% | -17.7% |
| 1Y | -19.5% | +14.4% | -33.9% | -21.5% |
| 3Y | +80.4% | +52.1% | +28.3% | +67.0% |
| 5Y | +140.0% | +70.7% | +69.3% | +116.4% |
| 10Y | +155.0% | +385.5% | -230.6% | +87.6% |
| All | +311.9% | +1,726.4% | -1,414.5% | +105.4% |
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