+343.4%
IBN vs ALM
+7,705.7%
-7,362.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | +1.4% | -2.6% | +4.0% | +1.4% |
| 30D | -0.3% | +32.0% | -32.3% | -0.3% |
| 3M | +17.1% | -15.0% | +32.1% | +17.1% |
| 6M | +3.4% | -10.1% | +13.5% | +3.4% |
| YTD | +2.5% | +99.4% | -96.9% | +2.6% |
| 1Y | -4.2% | +316.4% | -320.5% | -4.0% |
| 3Y | +32.4% | +2,022.0% | -1,989.6% | +32.9% |
| 5Y | +59.2% | +941.2% | -882.0% | +59.7% |
| 10Y | +345.7% | +2,950.3% | -2,604.7% | +349.0% |
| All | +343.4% | +7,705.7% | -7,362.4% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling