+52.1%
IBN vs COO
-25.3%
+77.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.4% |
| 7D | +15.1% | +4.7% | +10.4% | +14.3% |
| 30D | +21.6% | +13.9% | +7.7% | +19.4% |
| 3M | +11.2% | -14.9% | +26.1% | +13.4% |
| 6M | +27.8% | +2.0% | +25.7% | +26.8% |
| YTD | +14.7% | -23.9% | +38.6% | +17.9% |
| 1Y | +14.4% | -9.6% | +24.0% | +15.5% |
| 3Y | +52.1% | -25.4% | +77.5% | +58.1% |
| All | +52.1% | -25.3% | +77.4% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling