+395.8%
IBN vs COO
+40.1%
+355.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +5.7% | -2.1% | +7.8% | +6.3% |
| 30D | +20.5% | +13.9% | +6.6% | +15.9% |
| 3M | +15.2% | -18.9% | +34.2% | +21.9% |
| 6M | +34.5% | +3.7% | +30.8% | +31.5% |
| YTD | +16.4% | -24.1% | +40.5% | +25.1% |
| 1Y | +13.5% | -14.2% | +27.8% | +17.2% |
| 3Y | +55.4% | -24.5% | +79.9% | +60.8% |
| 5Y | +73.1% | -40.4% | +113.5% | +92.8% |
| All | +395.8% | +40.1% | +355.7% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling