+314.2%
IBN vs ALM
+3,082.3%
-2,768.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.7% |
| 7D | -5.1% | +3.6% | -8.7% | -5.2% |
| 30D | -3.5% | +33.8% | -37.3% | -3.9% |
| 3M | +11.3% | +14.8% | -3.5% | +10.9% |
| 6M | +4.4% | -7.0% | +11.4% | +4.2% |
| YTD | -1.8% | +108.1% | -109.9% | -3.0% |
| 1Y | -8.0% | +313.8% | -321.7% | -10.1% |
| 3Y | +27.1% | +2,227.6% | -2,200.5% | +20.3% |
| 5Y | +54.5% | +956.6% | -902.1% | +47.0% |
| 10Y | +314.2% | +3,082.3% | -2,768.1% | +304.7% |
| All | +314.2% | +3,082.3% | -2,768.1% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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