+408.3%
IBN vs ALM
+3,525.2%
-3,116.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +11.1% | -7.2% | +18.3% | +11.1% |
| 30D | +23.9% | -26.4% | +50.2% | +23.8% |
| 3M | +16.3% | -38.6% | +54.9% | +16.3% |
| 6M | +34.2% | -61.0% | +95.2% | +34.1% |
| YTD | +17.6% | -7.4% | +24.9% | +17.6% |
| 1Y | +13.8% | +14.0% | -0.1% | +13.9% |
| 3Y | +57.0% | +844.4% | -787.4% | +57.5% |
| 5Y | +75.3% | +410.8% | -335.5% | +75.9% |
| 10Y | +388.7% | +2,084.7% | -1,696.1% | +392.4% |
| All | +408.3% | +3,525.2% | -3,116.9% | +416.3% |
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