+314.4%
IBN vs COO
+43.7%
+270.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.7% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | -2.3% | -8.8% | +6.5% | +0.4% |
| 3M | +15.9% | +1.3% | +14.5% | +15.0% |
| 6M | +5.6% | -11.6% | +17.2% | +9.2% |
| YTD | -0.1% | -17.4% | +17.3% | +5.4% |
| 1Y | -6.5% | -1.6% | -4.9% | -7.3% |
| 3Y | +29.3% | -22.6% | +51.9% | +34.2% |
| 5Y | +56.6% | -40.3% | +96.9% | +77.0% |
| 10Y | +314.4% | +45.2% | +269.2% | +243.4% |
| All | +314.4% | +43.7% | +270.6% | +243.4% |
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