+365.4%
IBN vs COO
+40.7%
+324.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +0.9% |
| 7D | +14.6% | +4.3% | +10.3% | +13.1% |
| 30D | +23.5% | +17.6% | +5.9% | +17.6% |
| 3M | +14.0% | -13.9% | +27.9% | +18.4% |
| 6M | +31.1% | +6.6% | +24.6% | +27.1% |
| YTD | +16.6% | -22.0% | +38.6% | +24.3% |
| 1Y | +14.9% | -8.8% | +23.7% | +16.5% |
| 3Y | +56.9% | -21.5% | +78.4% | +60.3% |
| 5Y | +69.7% | -41.0% | +110.7% | +90.2% |
| 10Y | +365.4% | +40.9% | +324.5% | +303.7% |
| All | +365.4% | +40.7% | +324.7% | +303.7% |
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