+54.9%
IBN vs BG
+88.4%
-33.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -5.5% | +3.7% | -9.2% | -5.8% |
| 30D | -3.4% | +12.3% | -15.8% | -4.6% |
| 3M | +8.7% | -2.2% | +10.9% | +8.8% |
| 6M | +3.7% | +5.3% | -1.6% | +2.8% |
| YTD | -2.4% | +42.4% | -44.8% | -7.2% |
| 1Y | -8.1% | +55.2% | -63.3% | -13.8% |
| 3Y | +26.3% | +21.0% | +5.4% | +22.3% |
| 5Y | +54.9% | +87.1% | -32.2% | +27.8% |
| All | +54.9% | +88.4% | -33.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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