+67.5%
IBN vs ALM
+396.4%
-328.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +4.1% |
| 7D | +15.1% | -6.7% | +21.7% | +15.2% |
| 30D | +21.6% | -32.9% | +54.5% | +22.4% |
| 3M | +11.2% | -39.5% | +50.7% | +12.0% |
| 6M | +27.8% | -62.0% | +89.7% | +29.4% |
| YTD | +14.7% | -7.8% | +22.5% | +14.6% |
| 1Y | +14.4% | +26.7% | -12.3% | +13.7% |
| 3Y | +52.1% | +825.4% | -773.3% | +42.8% |
| All | +67.5% | +396.4% | -328.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling