+3,914.8%
IBN vs BG
+1,185.2%
+2,729.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -4.2% |
| 7D | -2.2% | +2.4% | -4.5% | -3.2% |
| 30D | -2.3% | +15.0% | -17.3% | -7.7% |
| 3M | +15.9% | -0.7% | +16.5% | +15.2% |
| 6M | +5.6% | +7.5% | -1.9% | +1.0% |
| YTD | -0.1% | +41.6% | -41.7% | -14.7% |
| 1Y | -6.5% | +50.7% | -57.2% | -22.7% |
| 3Y | +29.3% | +20.3% | +9.0% | +13.0% |
| 5Y | +56.6% | +85.2% | -28.7% | +8.8% |
| 10Y | +314.4% | +160.6% | +153.7% | +122.6% |
| All | +3,914.8% | +1,185.2% | +2,729.5% | +1,566.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling