+60.7%
IBN vs COO
-38.8%
+99.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +1.4% | -2.2% | +3.6% | +1.9% |
| 30D | -0.3% | -7.0% | +6.7% | +1.2% |
| 3M | +17.1% | +12.2% | +4.9% | +13.8% |
| 6M | +3.4% | -15.1% | +18.5% | +6.8% |
| YTD | +2.5% | -15.1% | +17.6% | +5.8% |
| 1Y | -4.2% | +2.3% | -6.5% | -5.5% |
| 3Y | +32.4% | -23.7% | +56.1% | +37.2% |
| All | +60.7% | -38.8% | +99.5% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling